+1,983.8%
LNT vs IVZ
+973.1%
+1,010.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.2% |
| 7D | +1.0% | +7.6% | -6.6% | -0.1% |
| 30D | +9.6% | +4.3% | +5.3% | +8.7% |
| 3M | +5.4% | -9.3% | +14.7% | +6.7% |
| 6M | +3.1% | +5.2% | -2.1% | +1.7% |
| YTD | +16.5% | +13.4% | +3.0% | +13.0% |
| 1Y | +12.3% | +25.4% | -13.1% | +7.1% |
| 3Y | +70.3% | +152.5% | -82.2% | +42.6% |
| 5Y | +56.4% | +36.7% | +19.7% | +41.8% |
| 10Y | +184.3% | +45.0% | +139.3% | +138.3% |
| All | +1,983.8% | +973.1% | +1,010.7% | +1,264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling