+66.0%
IWM vs LNT
+50.4%
+15.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +1.4% | +1.0% | +0.4% | +1.1% |
| 30D | -2.3% | -1.1% | -1.2% | -2.0% |
| 3M | +4.0% | -3.6% | +7.6% | +4.8% |
| 6M | +17.9% | -2.7% | +20.6% | +18.3% |
| YTD | +20.2% | +8.0% | +12.2% | +16.1% |
| 1Y | +25.0% | +10.5% | +14.5% | +19.6% |
| 3Y | +66.0% | +49.6% | +16.4% | +35.5% |
| All | +66.0% | +50.4% | +15.6% | +35.5% |
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 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