+127.2%
IEF vs LNT
+1,870.6%
-1,743.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.2% | -1.1% | -0.1% | -1.2% |
| 30D | -1.5% | -1.9% | +0.5% | -1.5% |
| 3M | -1.7% | -7.2% | +5.5% | -1.8% |
| 6M | -3.5% | -3.9% | +0.4% | -3.6% |
| YTD | -2.6% | +5.9% | -8.5% | -2.5% |
| 1Y | -2.4% | +8.4% | -10.8% | -2.2% |
| 3Y | +8.9% | +46.6% | -37.7% | +9.9% |
| 5Y | -9.2% | +32.4% | -41.7% | -8.6% |
| 10Y | +3.9% | +147.9% | -144.0% | +8.0% |
| All | +127.2% | +1,870.6% | -1,743.5% | +168.5% |
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 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