+32.4%
LNT vs TW
+19.6%
+12.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | -1.9% | -1.7% | -0.2% | -1.8% |
| 3M | -7.2% | +1.6% | -8.8% | -7.6% |
| 6M | -3.9% | -17.7% | +13.8% | -1.6% |
| YTD | +5.9% | -4.3% | +10.2% | +5.8% |
| 1Y | +8.4% | -13.1% | +21.5% | +9.9% |
| 3Y | +46.6% | +20.3% | +26.3% | +41.0% |
| 5Y | +32.4% | +22.0% | +10.5% | +17.3% |
| All | +32.4% | +19.6% | +12.8% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling