+70.3%
LNT vs IVZ
+152.3%
-82.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.3% |
| 7D | +1.0% | +7.6% | -6.6% | +0.5% |
| 30D | +9.6% | +4.3% | +5.3% | +9.2% |
| 3M | +5.4% | -9.3% | +14.7% | +6.1% |
| 6M | +3.1% | +5.2% | -2.1% | +2.4% |
| YTD | +16.5% | +13.4% | +3.0% | +14.4% |
| 1Y | +12.3% | +25.4% | -13.1% | +8.9% |
| 3Y | +70.3% | +152.5% | -82.2% | +39.6% |
| All | +70.3% | +152.3% | -82.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling