+755.2%
GLD vs LNT
+1,090.7%
-335.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +4.9% | +0.6% | +4.3% | +4.9% |
| 30D | -1.3% | +12.4% | -13.7% | -2.4% |
| 3M | -4.8% | +6.7% | -11.5% | -5.3% |
| 6M | -12.5% | +3.9% | -16.4% | -12.9% |
| YTD | -4.2% | +16.5% | -20.8% | -5.7% |
| 1Y | +3.0% | +12.5% | -9.4% | +1.8% |
| 3Y | +109.1% | +66.9% | +42.2% | +99.1% |
| 5Y | +121.6% | +56.1% | +65.5% | +111.6% |
| 10Y | +212.2% | +173.2% | +39.0% | +183.5% |
| All | +755.2% | +1,090.7% | -335.5% | +613.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling