+144.3%
IEMG vs LNT
+379.3%
-235.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +4.6% | -0.5% | +5.2% | +4.8% |
| 3M | +4.8% | -5.5% | +10.4% | +6.2% |
| 6M | +16.8% | -3.8% | +20.6% | +17.5% |
| YTD | +24.8% | +6.8% | +18.0% | +21.8% |
| 1Y | +34.3% | +9.3% | +25.0% | +30.0% |
| 3Y | +87.0% | +47.9% | +39.0% | +63.7% |
| 5Y | +49.9% | +31.6% | +18.3% | +34.2% |
| 10Y | +144.8% | +150.1% | -5.4% | +67.6% |
| All | +144.3% | +379.3% | -235.0% | +18.2% |
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