+10.7%
LNT vs IRE
-97.2%
+107.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +39.6% | -40.6% | -0.6% |
| 7D | +1.4% | -27.2% | +28.6% | +1.3% |
| 30D | +12.3% | -75.1% | +87.4% | +11.4% |
| 3M | +5.3% | -77.9% | +83.2% | +4.6% |
| 6M | +2.0% | -94.6% | +96.6% | +1.2% |
| YTD | +15.3% | -91.5% | +106.8% | +14.2% |
| 1Y | +12.3% | -97.8% | +110.1% | +12.1% |
| All | +10.7% | -97.2% | +107.9% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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