+10.3%
GLXY vs LNT
+14.1%
-3.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.1% | -5.9% | -7.2% |
| 7D | +4.5% | +0.2% | +4.4% | +4.6% |
| 30D | +28.8% | -0.5% | +29.4% | +28.7% |
| 3M | -23.0% | -5.5% | -17.5% | -24.3% |
| 6M | +17.0% | -3.8% | +20.8% | +15.2% |
| YTD | +12.5% | +6.8% | +5.7% | +8.9% |
| 1Y | -5.4% | +9.3% | -14.7% | -7.4% |
| All | +10.3% | +14.1% | -3.8% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling