+144.2%
LNT vs GWRE
+131.0%
+13.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.0% | -13.2% | +12.2% | -0.2% |
| 30D | -4.2% | -18.6% | +14.3% | -3.3% |
| 3M | -6.7% | +18.9% | -25.6% | -8.4% |
| 6M | -3.6% | -11.0% | +7.4% | -3.8% |
| YTD | +5.9% | -29.9% | +35.8% | +7.7% |
| 1Y | +7.3% | -44.3% | +51.6% | +11.4% |
| 3Y | +46.5% | +51.7% | -5.2% | +34.3% |
| 5Y | +32.5% | +15.4% | +17.0% | +24.1% |
| All | +144.2% | +131.0% | +13.2% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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