+595.9%
LNT vs VYM
+484.2%
+111.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -1.1% | -1.9% | +0.8% | +0.2% |
| 30D | -1.9% | -2.6% | +0.7% | -0.1% |
| 3M | -7.2% | +3.6% | -10.8% | -9.5% |
| 6M | -3.9% | +8.7% | -12.6% | -9.6% |
| YTD | +5.9% | +14.1% | -8.3% | -4.0% |
| 1Y | +8.4% | +17.8% | -9.5% | -4.1% |
| 3Y | +46.6% | +64.5% | -17.9% | +1.1% |
| 5Y | +32.4% | +77.5% | -45.1% | -13.9% |
| 10Y | +147.9% | +206.1% | -58.3% | +6.1% |
| All | +595.9% | +484.2% | +111.7% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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