+663.1%
LNT vs ACWI
+356.8%
+306.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.5% | -0.6% | -0.4% |
| 30D | -3.2% | +0.9% | -4.0% | -3.7% |
| 3M | -4.1% | +2.4% | -6.5% | -5.7% |
| 6M | -4.6% | +12.4% | -16.9% | -11.3% |
| YTD | +7.0% | +15.2% | -8.2% | -2.2% |
| 1Y | +8.3% | +22.7% | -14.4% | -4.8% |
| 3Y | +51.0% | +75.8% | -24.8% | +5.6% |
| 5Y | +30.2% | +67.7% | -37.6% | -7.6% |
| 10Y | +143.6% | +229.0% | -85.4% | +10.4% |
| All | +663.1% | +356.8% | +306.3% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling