+212.6%
IEFA vs LNT
+375.1%
-162.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.6% | -1.0% | -0.5% | -1.2% |
| 30D | -1.5% | -4.2% | +2.7% | -0.2% |
| 3M | +3.4% | -6.7% | +10.1% | +5.4% |
| 6M | +9.5% | -3.6% | +13.1% | +10.3% |
| YTD | +13.0% | +5.9% | +7.2% | +10.5% |
| 1Y | +18.0% | +7.3% | +10.8% | +14.8% |
| 3Y | +65.4% | +46.5% | +18.9% | +44.3% |
| 5Y | +51.6% | +32.5% | +19.1% | +35.0% |
| 10Y | +146.7% | +147.9% | -1.2% | +76.9% |
| All | +212.6% | +375.1% | -162.5% | +67.0% |
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