+231.1%
GM vs LNT
+148.3%
+82.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | -1.1% | -4.2% | +3.1% | +0.4% |
| 3M | +6.1% | -6.7% | +12.8% | +8.5% |
| 6M | +15.0% | -3.6% | +18.5% | +15.8% |
| YTD | +6.0% | +5.9% | +0.1% | +2.9% |
| 1Y | +47.1% | +7.3% | +39.8% | +41.9% |
| 3Y | +170.5% | +46.5% | +124.0% | +129.2% |
| 5Y | +80.5% | +32.5% | +48.0% | +57.2% |
| All | +231.1% | +148.3% | +82.8% | +169.2% |
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