+1,107.9%
LNT vs WTW
+1,101.3%
+6.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -1.1% | -7.8% | +6.7% | +1.1% |
| 30D | -1.9% | -7.9% | +5.9% | +0.2% |
| 3M | -7.2% | +19.9% | -27.1% | -12.0% |
| 6M | -3.9% | +9.8% | -13.7% | -7.2% |
| YTD | +5.9% | -3.3% | +9.2% | +5.4% |
| 1Y | +8.4% | -3.3% | +11.7% | +7.8% |
| 3Y | +46.6% | +61.5% | -14.9% | +25.2% |
| 5Y | +32.4% | +42.6% | -10.1% | +16.1% |
| 10Y | +147.9% | +197.1% | -49.2% | +75.8% |
| All | +1,107.9% | +1,101.3% | +6.6% | +604.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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