+41.6%
LNT vs VSXY
+42.7%
-1.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -2.9% | +0.8% |
| 7D | +1.0% | -6.8% | +7.8% | +1.2% |
| 30D | -1.1% | -20.4% | +19.3% | -0.4% |
| 3M | -3.6% | +2.9% | -6.5% | -3.8% |
| 6M | -2.7% | +67.9% | -70.6% | -4.9% |
| YTD | +8.0% | +44.9% | -36.9% | +5.9% |
| 1Y | +10.5% | +205.9% | -195.5% | +5.1% |
| 3Y | +49.6% | +373.9% | -324.3% | +36.5% |
| 5Y | +32.2% | +23.5% | +8.8% | +25.8% |
| All | +41.6% | +42.7% | -1.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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