+172.5%
VEA vs LNT
+617.7%
-445.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.9% |
| 7D | +1.9% | +1.0% | +0.8% | +1.4% |
| 30D | +0.8% | -1.1% | +1.9% | +1.2% |
| 3M | +5.7% | -3.6% | +9.3% | +7.2% |
| 6M | +13.3% | -2.7% | +16.0% | +14.0% |
| YTD | +18.4% | +8.0% | +10.4% | +13.0% |
| 1Y | +27.0% | +10.5% | +16.5% | +19.6% |
| 3Y | +79.3% | +49.6% | +29.7% | +42.3% |
| 5Y | +62.1% | +32.2% | +29.9% | +33.9% |
| 10Y | +160.3% | +141.8% | +18.5% | +40.6% |
| All | +172.5% | +617.7% | -445.2% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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