+201.7%
IWD vs LNT
+186.9%
+14.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.3% | +1.0% | +1.2% | +1.8% |
| 30D | +3.6% | +9.6% | -6.0% | -0.5% |
| 3M | +2.2% | +5.4% | -3.2% | -0.3% |
| 6M | +13.0% | +3.1% | +9.8% | +11.0% |
| YTD | +26.5% | +16.5% | +10.0% | +17.4% |
| 1Y | +30.1% | +12.3% | +17.8% | +22.7% |
| 3Y | +84.9% | +70.3% | +14.6% | +42.4% |
| 5Y | +73.4% | +56.4% | +16.9% | +36.7% |
| All | +201.7% | +186.9% | +14.8% | +106.6% |
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 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