+46.5%
LNT vs IFF
+29.0%
+17.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.0% | -3.2% | +2.1% | -0.6% |
| 30D | -4.2% | -0.3% | -4.0% | -4.2% |
| 3M | -6.7% | +8.4% | -15.1% | -8.0% |
| 6M | -3.6% | +23.0% | -26.6% | -7.6% |
| YTD | +5.9% | +25.5% | -19.6% | +0.9% |
| 1Y | +7.3% | +29.1% | -21.8% | +1.5% |
| 3Y | +46.5% | +31.7% | +14.8% | +31.0% |
| All | +46.5% | +29.0% | +17.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling