+41.0%
LNT vs GTLB
-49.8%
+90.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -1.1% | -4.1% | +3.0% | -1.1% |
| 30D | -1.9% | +12.3% | -14.3% | -2.0% |
| 3M | -7.2% | +65.9% | -73.1% | -7.4% |
| 6M | -3.9% | +104.0% | -107.9% | -4.3% |
| YTD | +5.9% | +26.0% | -20.2% | +5.8% |
| 1Y | +8.4% | -3.5% | +11.9% | +8.7% |
| 3Y | +46.6% | -9.6% | +56.2% | +46.1% |
| All | +41.0% | -49.8% | +90.8% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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