+808.3%
IWM vs LNT
+1,308.4%
-500.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -1.3% | -3.2% | +1.9% | +0.2% |
| 3M | +1.6% | -4.1% | +5.7% | +3.3% |
| 6M | +13.6% | -4.6% | +18.1% | +15.5% |
| YTD | +20.8% | +7.0% | +13.8% | +15.9% |
| 1Y | +26.4% | +8.3% | +18.1% | +20.4% |
| 3Y | +60.7% | +51.0% | +9.7% | +27.9% |
| 5Y | +38.2% | +30.2% | +8.0% | +16.2% |
| 10Y | +169.5% | +143.6% | +25.9% | +56.6% |
| All | +808.3% | +1,308.4% | -500.1% | +119.1% |
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 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