+1,479.0%
LNT vs IAG
+377.5%
+1,101.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -3.2% | +28.9% | -32.1% | -4.8% |
| 3M | -4.1% | +19.1% | -23.2% | -5.4% |
| 6M | -4.6% | -10.3% | +5.7% | -4.5% |
| YTD | +7.0% | +24.2% | -17.2% | +4.5% |
| 1Y | +8.3% | +116.5% | -108.2% | +1.9% |
| 3Y | +51.0% | +742.8% | -691.8% | +28.0% |
| 5Y | +30.2% | +753.3% | -723.2% | +7.7% |
| 10Y | +143.6% | +403.2% | -259.6% | +98.5% |
| All | +1,479.0% | +377.5% | +1,101.5% | +1,079.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling