+738.6%
IVV vs LNT
+1,355.7%
-617.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.8% |
| 7D | -2.7% | +1.4% | -4.1% | -3.3% |
| 30D | -5.4% | +12.3% | -17.7% | -10.2% |
| 3M | -4.1% | +5.3% | -9.4% | -6.4% |
| 6M | +0.7% | +2.0% | -1.3% | -0.8% |
| YTD | +8.7% | +15.3% | -6.5% | +1.2% |
| 1Y | +11.0% | +12.3% | -1.3% | +4.4% |
| 3Y | +75.4% | +59.1% | +16.3% | +38.7% |
| 5Y | +68.3% | +51.7% | +16.6% | +33.9% |
| 10Y | +315.5% | +170.1% | +145.4% | +144.6% |
| All | +738.6% | +1,355.7% | -617.0% | +124.6% |
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 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