+1,185.0%
LNT vs VO
+825.6%
+359.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +3.1% | -2.1% | -0.7% |
| 30D | +9.6% | +2.2% | +7.4% | +8.2% |
| 3M | +5.4% | -2.5% | +7.9% | +6.8% |
| 6M | +3.1% | +7.0% | -3.8% | -1.1% |
| YTD | +16.5% | +14.0% | +2.5% | +7.4% |
| 1Y | +12.3% | +15.6% | -3.3% | +2.7% |
| 3Y | +70.3% | +66.2% | +4.1% | +24.7% |
| 5Y | +56.4% | +36.6% | +19.8% | +26.4% |
| 10Y | +184.3% | +199.0% | -14.7% | +38.2% |
| All | +1,185.0% | +825.6% | +359.4% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling