+168.1%
IJR vs LNT
+148.3%
+19.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -1.0% | -1.1% | -1.8% |
| 30D | -4.6% | -4.2% | -0.4% | -2.9% |
| 3M | +0.2% | -6.7% | +6.9% | +2.9% |
| 6M | +14.7% | -3.6% | +18.3% | +15.9% |
| YTD | +18.9% | +5.9% | +13.0% | +15.3% |
| 1Y | +19.9% | +7.3% | +12.7% | +15.6% |
| 3Y | +53.0% | +46.5% | +6.5% | +27.7% |
| 5Y | +40.9% | +32.5% | +8.4% | +21.0% |
| All | +168.1% | +148.3% | +19.8% | +100.1% |
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 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