+48.2%
LNT vs ACM
-19.2%
+67.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | -3.7% | +3.7% | +0.2% |
| 30D | -3.2% | -11.1% | +7.9% | -2.3% |
| 3M | -4.1% | -8.0% | +3.9% | -3.6% |
| 6M | -4.6% | -29.7% | +25.1% | -1.5% |
| YTD | +7.0% | -29.4% | +36.4% | +9.8% |
| 1Y | +8.3% | -46.4% | +54.7% | +16.0% |
| All | +48.2% | -19.2% | +67.3% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling