+122.1%
VGT vs LNT
+46.9%
+75.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.1% |
| 7D | -1.0% | -1.1% | +0.1% | -1.1% |
| 30D | -0.4% | -1.9% | +1.5% | -0.6% |
| 3M | +6.6% | -7.2% | +13.8% | +5.9% |
| 6M | +31.0% | -3.9% | +34.9% | +30.3% |
| YTD | +27.2% | +5.9% | +21.4% | +26.8% |
| 1Y | +34.5% | +8.4% | +26.1% | +33.8% |
| All | +122.1% | +46.9% | +75.2% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling