-79.0%
VFC vs LNT
+31.1%
-110.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -2.3% | +0.2% | -2.5% | -2.4% |
| 30D | -13.4% | -0.5% | -12.8% | -13.2% |
| 3M | -23.7% | -5.5% | -18.2% | -21.6% |
| 6M | -24.5% | -3.8% | -20.7% | -23.2% |
| YTD | -27.8% | +6.8% | -34.7% | -30.7% |
| 1Y | -13.5% | +9.3% | -22.8% | -18.0% |
| 3Y | -27.1% | +47.9% | -75.0% | -42.8% |
| 5Y | -79.0% | +31.6% | -110.6% | -82.8% |
| All | -79.0% | +31.1% | -110.1% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling