+47.1%
GM vs LNT
+8.4%
+38.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.5% |
| 30D | -1.1% | -4.2% | +3.1% | -1.5% |
| 3M | +6.1% | -6.7% | +12.8% | +5.4% |
| 6M | +15.0% | -3.6% | +18.5% | +14.3% |
| YTD | +6.0% | +5.9% | +0.1% | +4.3% |
| 1Y | +47.1% | +7.3% | +39.8% | +43.0% |
| All | +47.1% | +8.4% | +38.7% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling