+543.1%
VEEV vs LNT
+148.3%
+394.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.6% | -1.0% | -3.6% | -4.4% |
| 30D | +8.6% | -4.2% | +12.9% | +9.8% |
| 3M | +62.4% | -6.7% | +69.1% | +65.2% |
| 6M | +40.3% | -3.6% | +43.8% | +41.0% |
| YTD | +17.5% | +5.9% | +11.7% | +14.9% |
| 1Y | -6.1% | +7.3% | -13.4% | -8.7% |
| 3Y | +16.7% | +46.5% | -29.8% | +2.5% |
| 5Y | -13.3% | +32.5% | -45.8% | -22.6% |
| All | +543.1% | +148.3% | +394.8% | +379.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling