+1,832.2%
LNT vs IVZ
+1,090.9%
+741.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.3% |
| 7D | +1.0% | +1.1% | -0.1% | +0.8% |
| 30D | -1.1% | +3.1% | -4.2% | -1.6% |
| 3M | -3.6% | +18.2% | -21.8% | -6.4% |
| 6M | -2.7% | +38.6% | -41.3% | -8.0% |
| YTD | +8.0% | +25.9% | -17.9% | +3.3% |
| 1Y | +10.5% | +51.7% | -41.2% | +2.3% |
| 3Y | +49.6% | +138.7% | -89.1% | +26.6% |
| 5Y | +32.2% | +62.8% | -30.6% | +16.7% |
| 10Y | +141.8% | +60.9% | +80.9% | +99.5% |
| All | +1,832.2% | +1,090.9% | +741.3% | +1,147.4% |
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