+56.1%
LNT vs ACM
+3.6%
+52.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +0.2% |
| 7D | +0.6% | +6.9% | -6.3% | -0.5% |
| 30D | +12.4% | +19.1% | -6.7% | +9.2% |
| 3M | +6.7% | -6.9% | +13.6% | +7.7% |
| 6M | +3.9% | -12.0% | +16.0% | +5.7% |
| YTD | +16.5% | -25.1% | +41.7% | +21.4% |
| 1Y | +12.5% | -45.4% | +57.9% | +26.4% |
| 3Y | +66.9% | -6.9% | +73.8% | +57.6% |
| 5Y | +56.1% | +3.7% | +52.3% | +39.5% |
| All | +56.1% | +3.6% | +52.5% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling