+2,064.0%
GS vs LNT
+1,359.7%
+704.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -0.1% | +1.0% | +1.0% |
| 30D | -1.6% | -3.2% | +1.6% | -0.2% |
| 3M | -4.5% | -4.1% | -0.4% | -3.2% |
| 6M | +20.9% | -4.6% | +25.4% | +22.5% |
| YTD | +19.9% | +7.0% | +12.9% | +15.0% |
| 1Y | +41.4% | +8.3% | +33.1% | +34.7% |
| 3Y | +239.2% | +51.0% | +188.2% | +174.3% |
| 5Y | +185.0% | +30.2% | +154.9% | +142.5% |
| 10Y | +655.0% | +143.6% | +511.4% | +359.3% |
| All | +2,064.0% | +1,359.7% | +704.4% | +489.0% |
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 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