-25.2%
GIS vs LNT
+30.4%
-55.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | -8.4% | -1.1% | -7.3% | -8.0% |
| 30D | -5.2% | -1.9% | -3.3% | -4.4% |
| 3M | +8.2% | -7.2% | +15.3% | +11.6% |
| 6M | -12.0% | -3.9% | -8.1% | -10.6% |
| YTD | -18.9% | +5.9% | -24.7% | -21.0% |
| 1Y | -23.6% | +8.4% | -32.0% | -26.4% |
| 3Y | -37.6% | +46.6% | -84.2% | -47.4% |
| 5Y | -25.2% | +32.4% | -57.6% | -33.6% |
| All | -25.2% | +30.4% | -55.6% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling