+239.8%
LNT vs VTEB
+25.1%
+214.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | 0.0% |
| 7D | -1.1% | -1.2% | +0.1% | +0.4% |
| 30D | -1.9% | -2.9% | +0.9% | +1.5% |
| 3M | -7.2% | -3.2% | -4.0% | -3.6% |
| 6M | -3.9% | -2.6% | -1.3% | -0.8% |
| YTD | +5.9% | -1.8% | +7.7% | +8.2% |
| 1Y | +8.4% | +0.2% | +8.1% | +8.1% |
| 3Y | +46.6% | +8.2% | +38.4% | +34.0% |
| 5Y | +32.4% | +0.8% | +31.6% | +30.6% |
| 10Y | +147.9% | +17.7% | +130.2% | +106.0% |
| All | +239.8% | +25.1% | +214.8% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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