+612.7%
VEEV vs LNT
+318.7%
+294.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -4.0% |
| 7D | -5.2% | +1.0% | -6.2% | -5.4% |
| 30D | +14.9% | -1.1% | +16.0% | +15.2% |
| 3M | +58.4% | -3.6% | +62.0% | +59.7% |
| 6M | +35.5% | -2.7% | +38.1% | +35.9% |
| YTD | +18.6% | +8.0% | +10.6% | +15.5% |
| 1Y | -6.3% | +10.5% | -16.8% | -9.6% |
| 3Y | +20.2% | +49.6% | -29.4% | +5.5% |
| 5Y | -13.8% | +32.2% | -46.0% | -22.6% |
| 10Y | +542.0% | +141.8% | +400.3% | +378.3% |
| All | +612.7% | +318.7% | +294.0% | +277.4% |
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