+170.5%
GM vs LNT
+46.9%
+123.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.2% |
| 30D | -1.1% | -4.2% | +3.1% | 0.0% |
| 3M | +6.1% | -6.7% | +12.8% | +7.7% |
| 6M | +15.0% | -3.6% | +18.5% | +15.3% |
| YTD | +6.0% | +5.9% | +0.1% | +2.7% |
| 1Y | +47.1% | +7.3% | +39.8% | +41.5% |
| 3Y | +170.5% | +46.5% | +124.0% | +122.1% |
| All | +170.5% | +46.9% | +123.6% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling