+3,186.5%
LNT vs GAP
+2,253.0%
+933.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +1.0% | +1.7% | -0.7% | +0.9% |
| 30D | -1.1% | +9.3% | -10.4% | -2.0% |
| 3M | -3.6% | +6.1% | -9.7% | -4.3% |
| 6M | -2.7% | -2.3% | -0.4% | -3.0% |
| YTD | +8.0% | -10.6% | +18.6% | +8.2% |
| 1Y | +10.5% | -4.4% | +14.9% | +9.8% |
| 3Y | +49.6% | +118.3% | -68.7% | +33.9% |
| 5Y | +32.2% | +12.2% | +20.0% | +22.4% |
| 10Y | +141.8% | +33.7% | +108.1% | +103.3% |
| All | +3,186.5% | +2,253.0% | +933.5% | +1,802.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling