+229.4%
LNT vs PFGC
+419.1%
-189.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.1% | -2.2% | +2.1% | +0.1% |
| 30D | -3.2% | -11.9% | +8.8% | -2.0% |
| 3M | -4.1% | +5.0% | -9.1% | -4.6% |
| 6M | -4.6% | +8.6% | -13.2% | -5.5% |
| YTD | +7.0% | +9.7% | -2.7% | +5.7% |
| 1Y | +8.3% | -6.3% | +14.6% | +8.6% |
| 3Y | +51.0% | +58.2% | -7.2% | +43.5% |
| 5Y | +30.2% | +110.4% | -80.3% | +19.4% |
| 10Y | +143.6% | +272.8% | -129.2% | +117.4% |
| All | +229.4% | +419.1% | -189.7% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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