+183.1%
LNT vs IRM
+520.0%
-336.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.0% | +6.8% | -5.7% | -1.0% |
| 30D | +9.6% | +2.6% | +7.0% | +8.3% |
| 3M | +5.4% | -9.5% | +14.9% | +8.0% |
| 6M | +3.1% | -8.5% | +11.6% | +4.9% |
| YTD | +16.5% | +40.3% | -23.8% | +2.5% |
| 1Y | +12.3% | +28.7% | -16.4% | +1.4% |
| 3Y | +70.3% | +111.8% | -41.5% | +24.0% |
| 5Y | +56.4% | +189.1% | -132.7% | -0.3% |
| All | +183.1% | +520.0% | -336.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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