+40.9%
ICE vs LNT
+55.9%
-15.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +3.6% | +1.0% | +2.6% | +3.2% |
| 30D | +15.1% | +9.6% | +5.5% | +11.2% |
| 3M | +15.4% | +5.4% | +10.0% | +13.1% |
| 6M | +16.1% | +3.1% | +13.0% | +14.5% |
| YTD | +11.4% | +16.5% | -5.1% | +4.3% |
| 1Y | +18.5% | +12.3% | +6.1% | +12.6% |
| 3Y | +70.5% | +70.3% | +0.2% | +35.5% |
| All | +40.9% | +55.9% | -15.0% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling