+1,705.8%
GSK vs LNT
+3,155.8%
-1,450.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -2.2% | -3.2% | +1.0% | -1.2% |
| 3M | -1.8% | -4.1% | +2.3% | -0.5% |
| 6M | -10.6% | -4.6% | -6.0% | -9.3% |
| YTD | +4.4% | +7.0% | -2.6% | +2.0% |
| 1Y | +30.4% | +8.3% | +22.1% | +26.8% |
| 3Y | +60.1% | +51.0% | +9.1% | +38.7% |
| 5Y | +46.8% | +30.2% | +16.6% | +32.0% |
| 10Y | +79.2% | +143.6% | -64.4% | +29.2% |
| All | +1,705.8% | +3,155.8% | -1,450.0% | +438.4% |
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