+165.3%
IWM vs LNT
+148.3%
+17.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | -4.4% | -1.9% | -2.5% | -3.7% |
| 3M | +2.2% | -7.2% | +9.4% | +4.9% |
| 6M | +14.0% | -3.9% | +17.9% | +15.2% |
| YTD | +17.4% | +5.9% | +11.5% | +14.0% |
| 1Y | +22.9% | +8.4% | +14.6% | +18.2% |
| 3Y | +62.1% | +46.6% | +15.5% | +36.5% |
| 5Y | +38.2% | +32.4% | +5.7% | +19.6% |
| All | +165.3% | +148.3% | +17.0% | +100.3% |
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