+10.4%
LNT vs WETO
-99.4%
+109.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | 0.0% |
| 7D | -1.0% | -4.3% | +3.3% | -1.0% |
| 30D | -4.2% | -39.9% | +35.7% | -4.2% |
| 3M | -6.7% | -97.9% | +91.2% | -8.3% |
| 6M | -3.6% | -95.0% | +91.5% | -4.7% |
| YTD | +5.9% | -97.2% | +103.0% | +4.8% |
| 1Y | +7.3% | -98.9% | +106.2% | +6.4% |
| All | +10.4% | -99.4% | +109.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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