+150.1%
LNT vs WST
+325.7%
-175.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +0.2% | -1.7% | +1.8% | +0.4% |
| 30D | -0.5% | -4.3% | +3.8% | +0.1% |
| 3M | -5.5% | +0.7% | -6.3% | -5.7% |
| 6M | -3.8% | +36.0% | -39.8% | -8.2% |
| YTD | +6.8% | +22.7% | -15.9% | +3.2% |
| 1Y | +9.3% | +34.1% | -24.8% | +4.0% |
| 3Y | +47.9% | -13.6% | +61.5% | +45.4% |
| 5Y | +31.6% | -26.0% | +57.6% | +30.9% |
| 10Y | +150.1% | +335.8% | -185.6% | +65.0% |
| All | +150.1% | +325.7% | -175.5% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling