+730.1%
LNT vs VT
+345.0%
+385.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +1.8% |
| 7D | +4.7% | -4.2% | +8.9% | +7.1% |
| 30D | +13.0% | -5.8% | +18.8% | +16.7% |
| 3M | +5.4% | -5.2% | +10.7% | +8.4% |
| 6M | +2.0% | +0.1% | +1.9% | +1.4% |
| YTD | +16.5% | +8.2% | +8.3% | +10.3% |
| 1Y | +13.3% | +10.1% | +3.2% | +6.1% |
| 3Y | +58.7% | +69.7% | -11.0% | +14.1% |
| 5Y | +53.3% | +53.4% | -0.1% | +15.5% |
| 10Y | +173.0% | +219.2% | -46.2% | +28.2% |
| All | +730.1% | +345.0% | +385.1% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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