+564.9%
LNT vs ACM
+250.2%
+314.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.5% | +5.1% | -5.6% | -1.6% |
| 30D | +9.9% | +18.7% | -8.7% | +5.9% |
| 3M | +4.8% | +15.5% | -10.7% | +1.4% |
| 6M | +2.2% | +1.2% | +1.0% | +1.1% |
| YTD | +15.9% | -25.2% | +41.1% | +21.5% |
| 1Y | +10.6% | -46.3% | +56.8% | +24.5% |
| 3Y | +66.1% | -9.6% | +75.6% | +64.3% |
| 5Y | +55.6% | +4.4% | +51.2% | +47.7% |
| 10Y | +182.8% | +129.3% | +53.5% | +112.2% |
| All | +564.9% | +250.2% | +314.7% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling