+195.5%
IWD vs LNT
+148.3%
+47.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -2.3% | -1.1% | -1.2% | -1.9% |
| 30D | -1.8% | -1.9% | +0.2% | -1.0% |
| 3M | +8.0% | -7.2% | +15.2% | +11.3% |
| 6M | +17.0% | -3.9% | +20.9% | +18.4% |
| YTD | +21.3% | +5.9% | +15.4% | +17.5% |
| 1Y | +27.9% | +8.4% | +19.6% | +22.5% |
| 3Y | +70.1% | +46.6% | +23.5% | +40.5% |
| 5Y | +74.2% | +32.4% | +41.7% | +48.7% |
| All | +195.5% | +148.3% | +47.2% | +111.5% |
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