+144.1%
LNT vs ACM
+131.7%
+12.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -1.1% | -5.9% | +4.8% | -0.1% |
| 30D | -1.9% | -6.2% | +4.3% | -1.1% |
| 3M | -7.2% | -7.9% | +0.7% | -6.2% |
| 6M | -3.9% | -30.6% | +26.7% | +2.0% |
| YTD | +5.9% | -33.3% | +39.2% | +12.6% |
| 1Y | +8.4% | -49.2% | +57.6% | +21.4% |
| 3Y | +46.6% | -23.5% | +70.1% | +49.2% |
| 5Y | +32.4% | +0.9% | +31.5% | +26.5% |
| All | +144.1% | +131.7% | +12.5% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling