+486.7%
GS vs LNT
+168.9%
+317.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | 0.0% |
| 7D | -3.2% | +1.4% | -4.6% | -3.7% |
| 30D | -2.4% | +12.3% | -14.7% | -6.2% |
| 3M | -15.7% | +5.3% | -21.1% | -17.3% |
| 6M | -6.8% | +2.0% | -8.8% | -7.9% |
| YTD | -0.1% | +15.3% | -15.3% | -5.9% |
| 1Y | +12.1% | +12.3% | -0.2% | +6.5% |
| 3Y | +185.8% | +59.1% | +126.7% | +136.4% |
| 5Y | +140.1% | +51.7% | +88.4% | +99.7% |
| All | +486.7% | +168.9% | +317.8% | +423.2% |
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