+1,277.6%
VFC vs LNT
+3,444.2%
-2,166.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | +1.6% | +1.0% | +0.6% | +1.2% |
| 30D | +25.5% | +9.6% | +15.9% | +21.1% |
| 3M | +41.3% | +5.4% | +35.9% | +38.4% |
| 6M | +22.2% | +3.1% | +19.1% | +20.8% |
| YTD | +16.4% | +16.5% | -0.1% | +9.3% |
| 1Y | +38.4% | +12.3% | +26.1% | +31.8% |
| 3Y | +56.2% | +70.3% | -14.1% | +25.8% |
| 5Y | -68.2% | +56.4% | -124.6% | -73.7% |
| 10Y | -48.4% | +184.3% | -232.6% | -65.5% |
| All | +1,277.6% | +3,444.2% | -2,166.6% | +328.5% |
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