+1,274.9%
VFC vs LNT
+3,453.4%
-2,178.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +30.7% | +11.6% | +19.1% | +25.2% |
| 3M | +40.6% | +8.2% | +32.5% | +36.3% |
| 6M | +16.5% | +3.1% | +13.3% | +15.1% |
| YTD | +16.2% | +16.8% | -0.6% | +9.0% |
| 1Y | +42.4% | +11.6% | +30.8% | +35.9% |
| 3Y | +48.1% | +67.4% | -19.3% | +20.1% |
| 5Y | -67.8% | +56.8% | -124.6% | -73.4% |
| 10Y | -48.5% | +185.0% | -233.5% | -65.6% |
| All | +1,274.9% | +3,453.4% | -2,178.4% | +327.2% |
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