-3.5%
VG vs LNT
+1.0%
-4.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | -0.5% |
| 7D | -22.0% | +1.4% | -23.5% | -21.3% |
| 30D | -11.6% | +12.3% | -23.9% | -7.7% |
| 3M | -14.9% | +5.3% | -20.2% | -13.3% |
| 6M | -3.5% | +2.0% | -5.6% | -0.8% |
| All | -3.5% | +1.0% | -4.5% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling