+1,188.4%
LNT vs VO
+833.6%
+354.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -0.2% |
| 7D | -0.2% | +0.2% | -0.4% | -0.4% |
| 30D | +11.6% | +2.0% | +9.6% | +10.2% |
| 3M | +8.2% | -0.3% | +8.5% | +8.2% |
| 6M | +3.1% | +7.3% | -4.1% | -1.2% |
| YTD | +16.8% | +15.0% | +1.8% | +7.2% |
| 1Y | +11.6% | +14.7% | -3.1% | +2.5% |
| 3Y | +67.4% | +67.3% | +0.1% | +22.1% |
| 5Y | +56.8% | +38.8% | +17.9% | +25.5% |
| 10Y | +185.0% | +201.6% | -16.5% | +37.9% |
| All | +1,188.4% | +833.6% | +354.7% | +184.0% |
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