-20.7%
GLXY vs LNT
+9.0%
-29.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.5% | +12.7% | +14.0% |
| 7D | +14.3% | -0.2% | +14.5% | +13.5% |
| 30D | -19.6% | +11.6% | -31.2% | -11.3% |
| 3M | -20.7% | +8.2% | -28.8% | -7.3% |
| All | -20.7% | +9.0% | -29.7% | -7.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling