+726.5%
IWD vs LNT
+1,308.4%
-581.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +0.6% | -3.2% | +3.8% | +2.1% |
| 3M | +7.2% | -4.1% | +11.3% | +9.1% |
| 6M | +16.2% | -4.6% | +20.8% | +18.3% |
| YTD | +23.3% | +7.0% | +16.3% | +18.5% |
| 1Y | +29.6% | +8.3% | +21.3% | +23.6% |
| 3Y | +70.5% | +51.0% | +19.5% | +36.0% |
| 5Y | +73.5% | +30.2% | +43.3% | +46.6% |
| 10Y | +198.3% | +143.6% | +54.7% | +77.9% |
| All | +726.5% | +1,308.4% | -581.9% | +107.4% |
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