+414.7%
LNT vs INDA
+111.6%
+303.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.4% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | -1.1% | -2.5% | +1.4% | -0.4% |
| 3M | -3.6% | +4.0% | -7.6% | -4.7% |
| 6M | -2.7% | -1.8% | -0.9% | -2.4% |
| YTD | +8.0% | -9.2% | +17.2% | +10.6% |
| 1Y | +10.5% | -7.2% | +17.6% | +12.3% |
| 3Y | +49.6% | +9.8% | +39.7% | +44.0% |
| 5Y | +32.2% | +7.5% | +24.7% | +27.3% |
| 10Y | +141.8% | +80.8% | +61.0% | +91.3% |
| All | +414.7% | +111.6% | +303.1% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling