+7.3%
LNT vs IAG
+86.2%
-79.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.0% | -1.1% | 0.0% | -1.0% |
| 30D | -4.2% | +12.1% | -16.4% | -4.4% |
| 3M | -6.7% | +25.5% | -32.2% | -6.9% |
| 6M | -3.6% | -7.1% | +3.5% | -3.3% |
| YTD | +5.9% | +22.9% | -17.0% | +4.9% |
| 1Y | +7.3% | +83.3% | -76.1% | +2.0% |
| All | +7.3% | +86.2% | -79.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling