+409.0%
LNT vs GWRE
+736.4%
-327.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -1.1% | -30.9% | +29.8% | +1.0% |
| 30D | -1.9% | -20.7% | +18.8% | -0.8% |
| 3M | -7.2% | +20.2% | -27.3% | -8.8% |
| 6M | -3.9% | -11.9% | +8.0% | -4.1% |
| YTD | +5.9% | -30.3% | +36.2% | +7.4% |
| 1Y | +8.4% | -44.6% | +53.0% | +11.9% |
| 3Y | +46.6% | +48.8% | -2.2% | +37.2% |
| 5Y | +32.4% | +14.8% | +17.7% | +25.3% |
| 10Y | +147.9% | +128.1% | +19.8% | +118.1% |
| All | +409.0% | +736.4% | -327.4% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling