+182.5%
LNT vs WST
+446.4%
-263.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.6% | +1.4% | +0.2% | +1.3% |
| 30D | +12.1% | +12.7% | -0.6% | +10.2% |
| 3M | +8.2% | +17.2% | -9.0% | +5.7% |
| 6M | +3.6% | +26.7% | -23.0% | 0.0% |
| YTD | +16.2% | +50.3% | -34.1% | +9.0% |
| 1Y | +12.8% | +50.2% | -37.4% | +5.8% |
| 3Y | +66.5% | +21.7% | +44.8% | +54.4% |
| 5Y | +53.8% | +2.0% | +51.8% | +44.5% |
| 10Y | +182.5% | +451.1% | -268.6% | +73.0% |
| All | +182.5% | +446.4% | -263.9% | +73.0% |
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