+309.6%
IVV vs LNT
+166.8%
+142.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | -3.3% | +12.4% | -15.7% | -7.4% |
| 3M | -2.4% | +6.7% | -9.1% | -4.8% |
| 6M | +2.6% | +3.9% | -1.3% | +0.7% |
| YTD | +11.3% | +16.5% | -5.2% | +4.2% |
| 1Y | +13.4% | +12.5% | +1.0% | +7.6% |
| 3Y | +80.3% | +66.9% | +13.4% | +43.6% |
| 5Y | +72.7% | +56.1% | +16.6% | +39.5% |
| 10Y | +309.6% | +173.2% | +136.4% | +187.7% |
| All | +309.6% | +166.8% | +142.8% | +187.7% |
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 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