+144.2%
LNT vs GAP
+31.2%
+112.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | -1.0% | -4.1% | +3.1% | -0.8% |
| 30D | -4.2% | +6.2% | -10.5% | -4.7% |
| 3M | -6.7% | -0.7% | -6.0% | -6.8% |
| 6M | -3.6% | -7.1% | +3.5% | -3.5% |
| YTD | +5.9% | -14.1% | +20.0% | +6.3% |
| 1Y | +7.3% | -8.5% | +15.8% | +7.0% |
| 3Y | +46.5% | +115.4% | -68.9% | +32.8% |
| 5Y | +32.5% | +9.8% | +22.6% | +24.0% |
| All | +144.2% | +31.2% | +112.9% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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