+125.7%
VMC vs LNT
+186.9%
-61.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | +15.5% | +9.6% | +5.9% | +11.7% |
| 3M | +0.6% | +5.4% | -4.8% | -1.4% |
| 6M | +2.1% | +3.1% | -1.0% | +0.8% |
| YTD | -1.6% | +16.5% | -18.0% | -7.1% |
| 1Y | -1.2% | +12.3% | -13.5% | -5.5% |
| 3Y | +35.3% | +70.3% | -35.0% | +9.7% |
| 5Y | +43.6% | +56.4% | -12.8% | +19.3% |
| All | +125.7% | +186.9% | -61.2% | +78.6% |
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