+40.1%
VG vs LNT
+12.7%
+27.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.3% | +2.8% |
| 7D | -8.3% | +0.6% | -8.9% | -7.9% |
| 30D | -10.3% | +12.4% | -22.7% | -6.4% |
| 3M | -10.8% | +6.7% | -17.5% | -8.5% |
| 6M | +3.5% | +3.9% | -0.5% | +6.1% |
| YTD | +74.0% | +16.5% | +57.4% | +53.6% |
| All | +40.1% | +12.7% | +27.4% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling