+59.1%
LNT vs WST
+19.1%
+40.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +1.4% | -3.1% | +4.5% | +1.6% |
| 30D | +12.3% | +9.1% | +3.2% | +11.9% |
| 3M | +5.3% | +14.7% | -9.4% | +4.7% |
| 6M | +2.0% | +28.0% | -26.0% | +0.9% |
| YTD | +15.3% | +45.6% | -30.4% | +13.3% |
| 1Y | +12.3% | +45.7% | -33.4% | +10.3% |
| 3Y | +59.1% | +21.1% | +38.0% | +46.7% |
| All | +59.1% | +19.1% | +40.0% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling