+7.3%
LNT vs GAP
-7.6%
+14.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | -1.0% | -4.1% | +3.1% | -1.0% |
| 30D | -4.2% | +6.2% | -10.5% | -4.3% |
| 3M | -6.7% | -0.7% | -6.0% | -6.7% |
| 6M | -3.6% | -7.1% | +3.5% | -3.4% |
| YTD | +5.9% | -14.1% | +20.0% | +5.7% |
| 1Y | +7.3% | -8.5% | +15.8% | +6.9% |
| All | +7.3% | -7.6% | +14.9% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling