-14.6%
IP vs LNT
+55.5%
-70.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -0.9% | -0.5% | -0.3% | -0.7% |
| 30D | +6.7% | +9.9% | -3.2% | +2.8% |
| 3M | -16.6% | +4.8% | -21.4% | -18.1% |
| 6M | +6.0% | +2.2% | +3.8% | +5.0% |
| YTD | -10.7% | +15.9% | -26.5% | -16.2% |
| 1Y | -6.7% | +10.6% | -17.2% | -10.7% |
| 3Y | +17.1% | +66.1% | -48.9% | -6.3% |
| 5Y | -14.6% | +55.6% | -70.2% | -30.9% |
| All | -14.6% | +55.5% | -70.1% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling