+33.6%
LNT vs IVZ
+58.7%
-25.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +0.2% | +1.2% | -1.0% | 0.0% |
| 30D | -0.5% | +1.8% | -2.3% | -0.8% |
| 3M | -5.5% | +15.7% | -21.3% | -7.6% |
| 6M | -3.8% | +36.3% | -40.1% | -8.3% |
| YTD | +6.8% | +24.9% | -18.1% | +2.8% |
| 1Y | +9.3% | +48.9% | -39.6% | +2.0% |
| 3Y | +47.9% | +136.8% | -88.9% | +24.1% |
| All | +33.6% | +58.7% | -25.0% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling