+31.6%
LNT vs IAG
+804.8%
-773.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | -0.5% | +11.4% | -12.0% | -1.2% |
| 3M | -5.5% | +33.0% | -38.5% | -7.3% |
| 6M | -3.8% | -6.0% | +2.2% | -3.9% |
| YTD | +6.8% | +24.6% | -17.7% | +4.3% |
| 1Y | +9.3% | +105.0% | -95.7% | +2.8% |
| 3Y | +47.9% | +837.9% | -790.0% | +21.3% |
| 5Y | +31.6% | +817.0% | -785.4% | +3.0% |
| All | +31.6% | +804.8% | -773.2% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling