+990.2%
IBKR vs LNT
+148.3%
+841.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | -1.0% | -0.3% | -1.2% |
| 30D | -0.2% | -4.2% | +4.0% | +0.6% |
| 3M | +3.0% | -6.7% | +9.6% | +4.0% |
| 6M | +33.9% | -3.6% | +37.4% | +34.1% |
| YTD | +42.5% | +5.9% | +36.6% | +39.7% |
| 1Y | +44.9% | +7.3% | +37.6% | +41.5% |
| 3Y | +293.0% | +46.5% | +246.5% | +255.0% |
| 5Y | +497.7% | +32.5% | +465.2% | +448.4% |
| All | +990.2% | +148.3% | +841.9% | +875.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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