+183.1%
LNT vs VO
+197.6%
-14.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +3.1% | -2.1% | -0.6% |
| 30D | +9.6% | +2.2% | +7.4% | +8.3% |
| 3M | +5.4% | -2.5% | +7.9% | +6.7% |
| 6M | +3.1% | +7.0% | -3.8% | -0.7% |
| YTD | +16.5% | +14.0% | +2.5% | +8.2% |
| 1Y | +12.3% | +15.6% | -3.3% | +3.5% |
| 3Y | +70.3% | +66.2% | +4.1% | +27.6% |
| 5Y | +56.4% | +36.6% | +19.8% | +28.8% |
| All | +183.1% | +197.6% | -14.5% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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