+76.7%
GSK vs LNT
+148.3%
-71.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.5% | -1.0% | -2.5% | -3.2% |
| 30D | -3.4% | -4.2% | +0.8% | -2.0% |
| 3M | -8.1% | -6.7% | -1.4% | -5.9% |
| 6M | -11.1% | -3.6% | -7.6% | -10.1% |
| YTD | +0.7% | +5.9% | -5.1% | -1.4% |
| 1Y | +20.1% | +7.3% | +12.9% | +16.9% |
| 3Y | +46.1% | +46.5% | -0.4% | +26.5% |
| 5Y | +48.2% | +32.5% | +15.8% | +31.4% |
| All | +76.7% | +148.3% | -71.6% | +32.9% |
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