+478.1%
GLW vs LNT
+48.2%
+429.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +16.9% | +0.2% | +16.7% | +16.8% |
| 30D | +7.0% | -0.5% | +7.5% | +7.2% |
| 3M | -3.0% | -5.5% | +2.6% | -2.1% |
| 6M | +31.0% | -3.8% | +34.8% | +31.4% |
| YTD | +93.4% | +6.8% | +86.6% | +89.6% |
| 1Y | +134.7% | +9.3% | +125.4% | +128.8% |
| All | +478.1% | +48.2% | +429.8% | +406.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling