+144.2%
LNT vs INDA
+84.7%
+59.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.3% |
| 7D | -1.0% | -2.7% | +1.6% | -0.2% |
| 30D | -4.2% | -2.8% | -1.5% | -3.5% |
| 3M | -6.7% | +1.6% | -8.3% | -7.2% |
| 6M | -3.6% | -1.4% | -2.2% | -3.4% |
| YTD | +5.9% | -10.1% | +16.0% | +9.0% |
| 1Y | +7.3% | -8.8% | +16.0% | +9.8% |
| 3Y | +46.5% | +7.6% | +38.9% | +41.0% |
| 5Y | +32.5% | +5.8% | +26.7% | +27.4% |
| All | +144.2% | +84.7% | +59.5% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling