+3,150.5%
LNT vs IFF
+833.5%
+2,317.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +0.2% | -3.0% | +3.2% | +0.9% |
| 30D | -0.5% | -0.9% | +0.4% | -0.3% |
| 3M | -5.5% | +11.8% | -17.4% | -8.5% |
| 6M | -3.8% | +16.5% | -20.3% | -8.6% |
| YTD | +6.8% | +26.5% | -19.7% | -0.7% |
| 1Y | +9.3% | +32.7% | -23.4% | +0.1% |
| 3Y | +47.9% | +32.0% | +15.9% | +33.4% |
| 5Y | +31.6% | -36.1% | +67.7% | +39.1% |
| 10Y | +150.1% | -20.1% | +170.2% | +138.1% |
| All | +3,150.5% | +833.5% | +2,317.1% | +1,590.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling