+94.9%
VICI vs LNT
+107.8%
-12.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.3% | -1.0% | -1.3% | -1.7% |
| 30D | -4.8% | -4.2% | -0.5% | -2.4% |
| 3M | -10.1% | -6.7% | -3.4% | -6.5% |
| 6M | -9.7% | -3.6% | -6.1% | -7.9% |
| YTD | -8.8% | +5.9% | -14.6% | -11.9% |
| 1Y | -20.2% | +7.3% | -27.5% | -23.7% |
| 3Y | -5.8% | +46.5% | -52.3% | -25.1% |
| 5Y | +9.5% | +32.5% | -22.9% | -9.5% |
| All | +94.9% | +107.8% | -12.9% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling