+739.4%
GLD vs LNT
+1,077.9%
-338.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.7% |
| 7D | +4.7% | +1.4% | +3.3% | +4.6% |
| 30D | -0.9% | +12.3% | -13.2% | -1.9% |
| 3M | -4.4% | +5.3% | -9.7% | -4.9% |
| 6M | -13.6% | +2.0% | -15.6% | -13.8% |
| YTD | -6.0% | +15.3% | -21.3% | -7.3% |
| 1Y | +1.8% | +12.3% | -10.5% | +0.6% |
| 3Y | +103.2% | +59.1% | +44.1% | +94.2% |
| 5Y | +119.3% | +51.7% | +67.6% | +109.9% |
| 10Y | +199.5% | +170.1% | +29.4% | +172.2% |
| All | +739.4% | +1,077.9% | -338.5% | +601.3% |
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 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