+22.9%
IP vs LNT
+141.9%
-119.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | -0.1% | -5.2% | -5.2% |
| 30D | -10.9% | -3.2% | -7.7% | -9.5% |
| 3M | +11.2% | -4.1% | +15.2% | +13.2% |
| 6M | -10.2% | -4.6% | -5.7% | -8.6% |
| YTD | -2.0% | +7.0% | -9.0% | -5.6% |
| 1Y | -19.1% | +8.3% | -27.4% | -22.6% |
| 3Y | +20.9% | +51.0% | -30.1% | -3.0% |
| 5Y | -17.8% | +30.2% | -48.0% | -30.0% |
| All | +22.9% | +141.9% | -119.0% | -13.6% |
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