+144.1%
LNT vs WWD
+490.2%
-346.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -1.1% | -2.9% | +1.8% | -0.6% |
| 30D | -1.9% | -6.6% | +4.7% | -0.8% |
| 3M | -7.2% | -9.3% | +2.1% | -5.9% |
| 6M | -3.9% | -13.6% | +9.7% | -2.2% |
| YTD | +5.9% | +10.4% | -4.5% | +2.8% |
| 1Y | +8.4% | +39.9% | -31.5% | +0.4% |
| 3Y | +46.6% | +165.0% | -118.4% | +17.7% |
| 5Y | +32.4% | +183.8% | -151.3% | +2.9% |
| All | +144.1% | +490.2% | -346.1% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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