+10.5%
LNT vs ACWI
+21.5%
-11.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +1.0% | +1.1% | -0.1% | +1.1% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | -3.6% | +4.7% | -8.3% | -3.4% |
| 6M | -2.7% | +14.5% | -17.1% | -3.1% |
| YTD | +8.0% | +14.6% | -6.6% | +7.1% |
| 1Y | +10.5% | +21.4% | -11.0% | +8.1% |
| All | +10.5% | +21.5% | -11.1% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling