+3,155.8%
LNT vs GPC
+2,341.8%
+814.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | -0.1% | +1.2% | -1.3% | -0.5% |
| 30D | -3.2% | +6.0% | -9.1% | -4.9% |
| 3M | -4.1% | +42.6% | -46.7% | -14.3% |
| 6M | -4.6% | +22.8% | -27.3% | -11.1% |
| YTD | +7.0% | +15.5% | -8.5% | +0.9% |
| 1Y | +8.3% | +2.0% | +6.2% | +5.9% |
| 3Y | +51.0% | -1.4% | +52.4% | +45.4% |
| 5Y | +30.2% | +30.6% | -0.4% | +13.3% |
| 10Y | +143.6% | +80.6% | +63.0% | +81.0% |
| All | +3,155.8% | +2,341.8% | +814.0% | +1,133.4% |
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