+230.7%
GM vs LNT
+531.9%
-301.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -4.6% | -0.5% | -4.1% | -4.5% |
| 3M | +0.2% | -5.5% | +5.7% | +2.2% |
| 6M | +12.6% | -3.8% | +16.4% | +13.7% |
| YTD | +3.7% | +6.8% | -3.1% | 0.0% |
| 1Y | +45.6% | +9.3% | +36.3% | +38.8% |
| 3Y | +162.0% | +47.9% | +114.0% | +116.7% |
| 5Y | +80.5% | +31.6% | +48.9% | +54.9% |
| 10Y | +231.3% | +150.1% | +81.2% | +107.0% |
| All | +230.7% | +531.9% | -301.2% | -7.4% |
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