+1,080.5%
LNT vs VO
+827.2%
+253.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | -3.2% | -0.3% | -2.8% | -3.0% |
| 3M | -4.1% | +2.9% | -7.0% | -5.8% |
| 6M | -4.6% | +9.3% | -13.9% | -9.6% |
| YTD | +7.0% | +14.2% | -7.2% | -1.3% |
| 1Y | +8.3% | +15.3% | -7.0% | -0.8% |
| 3Y | +51.0% | +56.2% | -5.2% | +14.8% |
| 5Y | +30.2% | +42.4% | -12.3% | +2.6% |
| 10Y | +143.6% | +194.7% | -51.2% | +19.6% |
| All | +1,080.5% | +827.2% | +253.3% | +161.5% |
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