+76.3%
IWF vs LNT
+46.9%
+29.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | -1.0% | +0.1% | -0.9% |
| 30D | -1.7% | -4.2% | +2.5% | -1.7% |
| 3M | +0.7% | -6.7% | +7.3% | +0.5% |
| 6M | +8.6% | -3.6% | +12.1% | +8.3% |
| YTD | +3.5% | +5.9% | -2.4% | +2.9% |
| 1Y | +7.0% | +7.3% | -0.2% | +6.2% |
| 3Y | +76.3% | +46.5% | +29.9% | +71.1% |
| All | +76.3% | +46.9% | +29.4% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling