+3,524.4%
GLW vs LNT
+3,453.4%
+71.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.2% |
| 7D | +1.4% | -0.2% | +1.6% | +1.6% |
| 30D | -18.2% | +11.6% | -29.8% | -22.5% |
| 3M | -24.2% | +8.2% | -32.4% | -27.0% |
| 6M | -41.7% | +3.1% | -44.9% | -43.0% |
| YTD | +38.3% | +16.8% | +21.5% | +27.9% |
| 1Y | +38.2% | +11.6% | +26.6% | +30.3% |
| 3Y | +363.4% | +67.4% | +296.0% | +256.6% |
| 5Y | +254.6% | +56.8% | +197.8% | +176.7% |
| 10Y | +562.0% | +185.0% | +376.9% | +285.3% |
| All | +3,524.4% | +3,453.4% | +71.0% | +656.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling