+776.1%
IVV vs LNT
+1,251.2%
-475.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +0.1% | -3.2% | +3.2% | +1.4% |
| 3M | +2.0% | -4.1% | +6.1% | +3.5% |
| 6M | +13.0% | -4.6% | +17.6% | +14.7% |
| YTD | +13.6% | +7.0% | +6.6% | +9.4% |
| 1Y | +20.1% | +8.3% | +11.8% | +14.8% |
| 3Y | +77.6% | +51.0% | +26.6% | +43.6% |
| 5Y | +82.5% | +30.2% | +52.3% | +55.6% |
| 10Y | +316.5% | +143.6% | +172.9% | +157.0% |
| All | +776.1% | +1,251.2% | -475.1% | +142.8% |
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