+973.2%
IGV vs LNT
+1,162.1%
-188.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | +3.2% | -3.2% | +6.4% | +4.5% |
| 3M | +4.5% | -4.1% | +8.6% | +5.9% |
| 6M | +22.1% | -4.6% | +26.7% | +23.4% |
| YTD | -1.0% | +7.0% | -8.0% | -5.1% |
| 1Y | -2.1% | +8.3% | -10.4% | -6.8% |
| 3Y | +44.6% | +51.0% | -6.4% | +16.5% |
| 5Y | +22.2% | +30.2% | -8.0% | +3.3% |
| 10Y | +364.7% | +143.6% | +221.1% | +176.7% |
| All | +973.2% | +1,162.1% | -188.9% | +178.1% |
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