+2,263.8%
ICE vs LNT
+956.2%
+1,307.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.8% |
| 7D | -1.2% | +1.0% | -2.2% | -1.8% |
| 30D | +5.0% | -1.1% | +6.1% | +5.6% |
| 3M | +13.9% | -3.6% | +17.5% | +16.2% |
| 6M | -4.4% | -2.7% | -1.8% | -3.4% |
| YTD | -1.9% | +8.0% | -9.9% | -7.7% |
| 1Y | -8.1% | +10.5% | -18.6% | -15.0% |
| 3Y | +42.5% | +49.6% | -7.1% | +5.4% |
| 5Y | +40.6% | +32.2% | +8.4% | +10.3% |
| 10Y | +217.1% | +141.8% | +75.3% | +44.0% |
| All | +2,263.8% | +956.2% | +1,307.6% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling