+23.7%
IP vs LNT
+174.3%
-150.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | 0.0% | +1.6% | -1.5% | -0.7% |
| 30D | +9.4% | +12.1% | -2.7% | +3.6% |
| 3M | -14.1% | +8.2% | -22.2% | -17.3% |
| 6M | +9.2% | +3.6% | +5.6% | +7.0% |
| YTD | -7.5% | +16.2% | -23.7% | -14.5% |
| 1Y | -2.8% | +12.8% | -15.6% | -8.8% |
| 3Y | +21.2% | +66.5% | -45.3% | -7.4% |
| 5Y | -11.5% | +53.8% | -65.3% | -30.9% |
| 10Y | +23.7% | +182.5% | -158.8% | -17.0% |
| All | +23.7% | +174.3% | -150.7% | -17.0% |
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 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