+763.2%
IWM vs LNT
+1,429.1%
-666.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +0.3% | +1.6% | -1.3% | -0.5% |
| 30D | +0.6% | +12.1% | -11.5% | -5.0% |
| 3M | -6.2% | +8.2% | -14.4% | -10.0% |
| 6M | -0.8% | +3.6% | -4.4% | -3.1% |
| YTD | +14.8% | +16.2% | -1.4% | +5.6% |
| 1Y | +16.1% | +12.8% | +3.4% | +8.4% |
| 3Y | +71.5% | +66.5% | +5.0% | +30.1% |
| 5Y | +25.8% | +53.8% | -28.1% | -2.7% |
| 10Y | +155.4% | +182.5% | -27.1% | +37.9% |
| All | +763.2% | +1,429.1% | -666.0% | +99.7% |
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