+144.2%
LNT vs VCLT
+17.1%
+127.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.0% | -1.4% | +0.3% | -0.4% |
| 30D | -4.2% | -1.2% | -3.1% | -3.7% |
| 3M | -6.7% | -4.8% | -1.9% | -4.4% |
| 6M | -3.6% | -2.6% | -1.0% | -2.4% |
| YTD | +5.9% | -3.3% | +9.2% | +7.6% |
| 1Y | +7.3% | -4.8% | +12.1% | +9.8% |
| 3Y | +46.5% | +11.5% | +35.0% | +38.5% |
| 5Y | +32.5% | -17.0% | +49.4% | +42.4% |
| All | +144.2% | +17.1% | +127.1% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling