+21.2%
IGV vs LNT
+30.4%
-9.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -5.4% | -1.1% | -4.3% | -5.3% |
| 30D | -2.6% | -1.9% | -0.7% | -2.4% |
| 3M | +10.5% | -7.2% | +17.7% | +11.3% |
| 6M | +18.2% | -3.9% | +22.1% | +18.2% |
| YTD | -4.2% | +5.9% | -10.1% | -5.9% |
| 1Y | -9.8% | +8.4% | -18.2% | -11.9% |
| 3Y | +39.1% | +46.6% | -7.5% | +26.0% |
| 5Y | +21.2% | +32.4% | -11.2% | +11.0% |
| All | +21.2% | +30.4% | -9.2% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling