+1,605.0%
LNT vs IRM
+9,964.6%
-8,359.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.4% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -3.2% | -8.1% | +4.9% | -1.5% |
| 3M | -4.1% | -9.7% | +5.6% | -2.3% |
| 6M | -4.6% | +10.0% | -14.6% | -7.0% |
| YTD | +7.0% | +43.0% | -36.0% | -1.7% |
| 1Y | +8.3% | +32.7% | -24.4% | +0.7% |
| 3Y | +51.0% | +102.7% | -51.7% | +26.2% |
| 5Y | +30.2% | +187.6% | -157.4% | 0.0% |
| 10Y | +143.6% | +420.1% | -276.5% | +61.8% |
| All | +1,605.0% | +9,964.6% | -8,359.6% | +710.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling