+33.6%
LNT vs GAP
+5.2%
+28.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.9% |
| 7D | +0.2% | -3.2% | +3.4% | +0.3% |
| 30D | -0.5% | -0.7% | +0.2% | -0.5% |
| 3M | -5.5% | -0.5% | -5.0% | -5.6% |
| 6M | -3.8% | -5.0% | +1.2% | -3.8% |
| YTD | +6.8% | -14.7% | +21.5% | +7.2% |
| 1Y | +9.3% | -8.6% | +18.0% | +9.2% |
| 3Y | +47.9% | +108.4% | -60.4% | +38.2% |
| All | +33.6% | +5.2% | +28.4% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling