+478.5%
GS vs LNT
+166.8%
+311.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.3% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +1.2% | +12.4% | -11.2% | -2.9% |
| 3M | -12.4% | +6.7% | -19.1% | -14.5% |
| 6M | -2.3% | +3.9% | -6.3% | -4.2% |
| YTD | +4.6% | +16.5% | -11.9% | -2.0% |
| 1Y | +17.5% | +12.5% | +5.0% | +11.5% |
| 3Y | +202.0% | +66.9% | +135.2% | +144.3% |
| 5Y | +152.4% | +56.1% | +96.3% | +106.8% |
| 10Y | +478.5% | +173.2% | +305.3% | +407.7% |
| All | +478.5% | +166.8% | +311.7% | +407.7% |
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