+789.7%
VFC vs LNT
+3,155.8%
-2,366.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.6% | -3.2% | -8.5% | -10.6% |
| 3M | -18.1% | -4.1% | -14.0% | -16.8% |
| 6M | -27.4% | -4.6% | -22.8% | -26.2% |
| YTD | -24.8% | +7.0% | -31.8% | -27.0% |
| 1Y | -8.2% | +8.3% | -16.5% | -11.4% |
| 3Y | -29.1% | +51.0% | -80.1% | -40.2% |
| 5Y | -79.2% | +30.2% | -109.3% | -81.5% |
| 10Y | -68.1% | +143.6% | -211.7% | -77.5% |
| All | +789.7% | +3,155.8% | -2,366.1% | +185.9% |
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