+3,155.8%
LNT vs WST
+12,330.1%
-9,174.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | -3.2% | -3.1% | 0.0% | -2.6% |
| 3M | -4.1% | +7.2% | -11.3% | -5.4% |
| 6M | -4.6% | +36.8% | -41.4% | -10.2% |
| YTD | +7.0% | +23.8% | -16.8% | +2.2% |
| 1Y | +8.3% | +37.8% | -29.5% | +1.0% |
| 3Y | +51.0% | -15.9% | +66.9% | +47.4% |
| 5Y | +30.2% | -25.8% | +56.0% | +27.4% |
| 10Y | +143.6% | +319.6% | -176.0% | +60.5% |
| All | +3,155.8% | +12,330.1% | -9,174.3% | +1,159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling