+3,453.4%
LNT vs GPC
+2,088.4%
+1,365.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -0.2% | -2.1% | +1.9% | +0.4% |
| 30D | +11.6% | -4.5% | +16.1% | +13.1% |
| 3M | +8.2% | -7.7% | +15.8% | +10.6% |
| 6M | +3.1% | +24.3% | -21.2% | -4.2% |
| YTD | +16.8% | +3.5% | +13.3% | +13.6% |
| 1Y | +11.6% | +0.7% | +10.9% | +9.4% |
| 3Y | +67.4% | 0.0% | +67.4% | +60.4% |
| 5Y | +56.8% | +5.8% | +50.9% | +45.6% |
| 10Y | +185.0% | +75.8% | +109.3% | +113.3% |
| All | +3,453.4% | +2,088.4% | +1,365.0% | +1,289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling