+183.1%
LNT vs GPC
+74.9%
+108.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +9.6% | -6.3% | +15.9% | +11.5% |
| 3M | +5.4% | -8.2% | +13.6% | +7.8% |
| 6M | +3.1% | +27.1% | -24.0% | -4.4% |
| YTD | +16.5% | +3.1% | +13.3% | +13.6% |
| 1Y | +12.3% | +0.1% | +12.2% | +10.4% |
| 3Y | +70.3% | +0.2% | +70.1% | +62.9% |
| 5Y | +56.4% | +4.9% | +51.5% | +45.4% |
| All | +183.1% | +74.9% | +108.2% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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