+38.9%
IGV vs LNT
+48.2%
-9.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.9% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -3.0% | -0.5% | -2.5% | -3.1% |
| 3M | +9.6% | -5.5% | +15.1% | +9.2% |
| 6M | +16.1% | -3.8% | +19.9% | +15.8% |
| YTD | -3.6% | +6.8% | -10.5% | -4.5% |
| 1Y | -7.8% | +9.3% | -17.2% | -9.0% |
| All | +38.9% | +48.2% | -9.4% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling