+33.2%
LNT vs GWRE
+15.1%
+18.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -1.0% | -13.2% | +12.2% | -0.9% |
| 30D | -4.2% | -18.6% | +14.3% | -4.1% |
| 3M | -6.7% | +18.9% | -25.6% | -7.1% |
| 6M | -3.6% | -11.0% | +7.4% | -3.7% |
| YTD | +5.9% | -29.9% | +35.8% | +6.8% |
| 1Y | +7.3% | -44.3% | +51.6% | +9.2% |
| 3Y | +46.5% | +51.7% | -5.2% | +40.5% |
| All | +33.2% | +15.1% | +18.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling