+1,618.8%
LNT vs IAG
+303.8%
+1,315.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | +1.0% | -7.7% | +8.7% | +1.5% |
| 30D | +9.6% | +1.6% | +8.0% | +9.3% |
| 3M | +5.4% | -2.4% | +7.8% | +5.3% |
| 6M | +3.1% | -7.8% | +10.9% | +3.0% |
| YTD | +16.5% | +5.0% | +11.4% | +14.7% |
| 1Y | +12.3% | +25.7% | -13.4% | +9.3% |
| 3Y | +70.3% | +694.5% | -624.2% | +44.7% |
| 5Y | +56.4% | +421.7% | -365.3% | +33.2% |
| 10Y | +184.3% | +382.5% | -198.2% | +132.4% |
| All | +1,618.8% | +303.8% | +1,315.0% | +1,193.8% |
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