+14.2%
LNT vs TW
+20.8%
-6.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.3% |
| 7D | +7.2% | +6.0% | +1.2% | +7.0% |
| 30D | +15.6% | +18.6% | -2.9% | +15.4% |
| 3M | +5.2% | +26.5% | -21.4% | +5.0% |
| 6M | +1.7% | +13.1% | -11.5% | +1.6% |
| YTD | +17.0% | +18.5% | -1.5% | +17.4% |
| 1Y | +14.2% | +21.7% | -7.5% | +13.7% |
| All | +14.2% | +20.8% | -6.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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