+215.4%
GLD vs LNT
+143.6%
+71.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.8% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | +0.3% | -1.1% | +1.4% | +0.4% |
| 3M | +0.6% | -3.6% | +4.2% | +0.9% |
| 6M | -15.6% | -2.7% | -12.9% | -15.5% |
| YTD | +0.9% | +8.0% | -7.1% | -0.2% |
| 1Y | +19.4% | +10.5% | +8.9% | +17.8% |
| 3Y | +124.5% | +49.6% | +74.9% | +113.4% |
| 5Y | +138.9% | +32.2% | +106.7% | +129.2% |
| All | +215.4% | +143.6% | +71.8% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling