+146.4%
LNT vs ACM
+135.8%
+10.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.6% |
| 7D | +0.2% | -3.7% | +3.8% | +0.8% |
| 30D | -0.5% | -12.7% | +12.1% | +1.6% |
| 3M | -5.5% | -9.8% | +4.3% | -4.2% |
| 6M | -3.8% | -31.4% | +27.6% | +2.3% |
| YTD | +6.8% | -32.1% | +38.9% | +13.3% |
| 1Y | +9.3% | -47.8% | +57.1% | +21.8% |
| 3Y | +47.9% | -22.1% | +70.0% | +50.1% |
| 5Y | +31.6% | +1.8% | +29.8% | +25.6% |
| All | +146.4% | +135.8% | +10.5% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling