+756.6%
IWM vs LNT
+1,425.2%
-668.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.3% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | +0.6% | +9.9% | -9.3% | -4.0% |
| 3M | -7.8% | +4.8% | -12.6% | -10.0% |
| 6M | -1.0% | +2.2% | -3.1% | -2.6% |
| YTD | +13.9% | +15.9% | -2.0% | +4.9% |
| 1Y | +15.4% | +10.6% | +4.9% | +8.8% |
| 3Y | +70.2% | +66.1% | +4.1% | +29.2% |
| 5Y | +23.7% | +55.6% | -31.9% | -4.9% |
| 10Y | +147.8% | +182.8% | -35.1% | +33.6% |
| All | +756.6% | +1,425.2% | -668.6% | +98.4% |
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