-0.4%
IEF vs LNT
+8.1%
-8.5%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -0.8% | -3.2% | +2.4% | -0.6% |
| 3M | -1.0% | -4.1% | +3.1% | -0.8% |
| 6M | -2.8% | -4.6% | +1.8% | -2.6% |
| YTD | -1.5% | +7.0% | -8.5% | -1.8% |
| 1Y | -0.4% | +8.3% | -8.7% | -0.3% |
| All | -0.4% | +8.1% | -8.5% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling