+31.0%
LNT vs WST
-25.3%
+56.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | -3.2% | -3.1% | 0.0% | -2.9% |
| 3M | -4.1% | +7.2% | -11.3% | -4.7% |
| 6M | -4.6% | +36.8% | -41.4% | -7.3% |
| YTD | +7.0% | +23.8% | -16.8% | +4.7% |
| 1Y | +8.3% | +37.8% | -29.5% | +4.8% |
| 3Y | +51.0% | -15.9% | +66.9% | +50.3% |
| All | +31.0% | -25.3% | +56.3% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling