+141.8%
LNT vs ACWI
+226.0%
-84.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | -1.1% | -0.2% | -0.9% | -1.0% |
| 3M | -3.6% | +4.7% | -8.3% | -6.0% |
| 6M | -2.7% | +14.5% | -17.1% | -9.6% |
| YTD | +8.0% | +14.6% | -6.6% | 0.0% |
| 1Y | +10.5% | +21.4% | -11.0% | -1.0% |
| 3Y | +49.6% | +77.6% | -28.0% | +7.1% |
| 5Y | +32.2% | +68.1% | -35.9% | -3.5% |
| 10Y | +141.8% | +226.1% | -84.4% | +5.2% |
| All | +141.8% | +226.0% | -84.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling