+208.1%
LNT vs GDDY
+390.3%
-182.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.1% |
| 7D | -1.0% | -3.2% | +2.2% | -0.8% |
| 30D | -4.2% | +6.8% | -11.0% | -4.9% |
| 3M | -6.7% | +30.5% | -37.1% | -9.1% |
| 6M | -3.6% | +13.3% | -16.9% | -5.2% |
| YTD | +5.9% | -21.0% | +26.8% | +7.2% |
| 1Y | +7.3% | -34.0% | +41.3% | +10.4% |
| 3Y | +46.5% | +33.1% | +13.4% | +40.0% |
| 5Y | +32.5% | +30.3% | +2.1% | +25.7% |
| 10Y | +147.9% | +205.5% | -57.6% | +118.4% |
| All | +208.1% | +390.3% | -182.2% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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