+568.6%
LNT vs ACM
+250.7%
+317.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | 0.0% |
| 7D | +0.6% | +6.9% | -6.3% | -0.9% |
| 30D | +12.4% | +19.1% | -6.7% | +8.3% |
| 3M | +6.7% | -6.9% | +13.6% | +7.8% |
| 6M | +3.9% | -12.0% | +16.0% | +5.8% |
| YTD | +16.5% | -25.1% | +41.7% | +22.1% |
| 1Y | +12.5% | -45.4% | +57.9% | +26.3% |
| 3Y | +66.9% | -6.9% | +73.8% | +64.0% |
| 5Y | +56.1% | +3.7% | +52.3% | +48.4% |
| 10Y | +173.2% | +135.8% | +37.4% | +103.6% |
| All | +568.6% | +250.7% | +317.9% | +271.3% |
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 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