+513.9%
LNT vs ACM
+230.8%
+283.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.1% | -3.7% | +3.7% | +0.7% |
| 30D | -3.2% | -11.1% | +7.9% | -1.1% |
| 3M | -4.1% | -8.0% | +3.9% | -2.9% |
| 6M | -4.6% | -29.7% | +25.1% | +2.0% |
| YTD | +7.0% | -29.4% | +36.4% | +13.7% |
| 1Y | +8.3% | -46.4% | +54.7% | +22.0% |
| 3Y | +51.0% | -22.3% | +73.3% | +54.6% |
| 5Y | +30.2% | +4.5% | +25.7% | +23.4% |
| 10Y | +143.6% | +127.6% | +15.9% | +82.5% |
| All | +513.9% | +230.8% | +283.2% | +245.7% |
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 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