+1,135.5%
IJR vs LNT
+1,306.1%
-170.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -3.6% | -0.5% | -3.1% | -3.4% |
| 3M | +2.3% | -5.5% | +7.8% | +4.8% |
| 6M | +14.3% | -3.8% | +18.1% | +15.9% |
| YTD | +19.3% | +6.8% | +12.5% | +14.8% |
| 1Y | +22.6% | +9.3% | +13.3% | +16.5% |
| 3Y | +53.5% | +47.9% | +5.6% | +24.4% |
| 5Y | +39.9% | +31.6% | +8.3% | +18.0% |
| 10Y | +172.1% | +150.1% | +21.9% | +61.0% |
| All | +1,135.5% | +1,306.1% | -170.6% | +225.7% |
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