-25.5%
VFC vs LNT
+50.4%
-75.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | +0.8% | +1.0% | -0.2% | +0.3% |
| 30D | -11.9% | -1.1% | -10.8% | -11.5% |
| 3M | -20.2% | -3.6% | -16.6% | -18.7% |
| 6M | -23.0% | -2.7% | -20.3% | -22.2% |
| YTD | -26.2% | +8.0% | -34.2% | -29.9% |
| 1Y | -13.3% | +10.5% | -23.8% | -18.8% |
| 3Y | -25.5% | +49.6% | -75.0% | -48.3% |
| All | -25.5% | +50.4% | -75.9% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling