-69.9%
VFC vs LNT
+148.3%
-218.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -3.3% | -1.1% | -2.2% | -2.7% |
| 30D | -14.0% | -1.9% | -12.1% | -13.2% |
| 3M | -22.6% | -7.2% | -15.4% | -19.5% |
| 6M | -24.7% | -3.9% | -20.8% | -23.4% |
| YTD | -29.0% | +5.9% | -34.8% | -31.6% |
| 1Y | -13.8% | +8.4% | -22.1% | -18.1% |
| 3Y | -28.2% | +46.6% | -74.8% | -43.0% |
| 5Y | -79.0% | +32.4% | -111.4% | -82.6% |
| All | -69.9% | +148.3% | -218.1% | -79.0% |
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