+363.6%
IGV vs LNT
+186.9%
+176.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | -6.0% | +9.6% | -15.6% | -8.2% |
| 3M | -4.8% | +5.4% | -10.2% | -6.2% |
| 6M | +14.2% | +3.1% | +11.1% | +12.8% |
| YTD | -4.2% | +16.5% | -20.7% | -9.0% |
| 1Y | -5.3% | +12.3% | -17.6% | -9.0% |
| 3Y | +38.8% | +70.3% | -31.5% | +15.4% |
| 5Y | +14.2% | +56.4% | -42.2% | -3.6% |
| All | +363.6% | +186.9% | +176.7% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling