-13.0%
VFC vs LNT
+8.4%
-21.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.4% |
| 7D | -1.4% | -1.0% | -0.3% | -1.1% |
| 30D | -9.0% | -4.2% | -4.7% | -7.9% |
| 3M | -24.2% | -6.7% | -17.5% | -22.6% |
| 6M | -18.5% | -3.6% | -14.9% | -17.0% |
| YTD | -25.9% | +5.9% | -31.8% | -26.6% |
| 1Y | -13.0% | +7.3% | -20.2% | -10.7% |
| All | -13.0% | +8.4% | -21.4% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling