+46.8%
VMC vs LNT
+30.4%
+16.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -3.7% | -1.1% | -2.6% | -3.3% |
| 30D | -12.8% | -1.9% | -10.8% | -12.2% |
| 3M | -7.9% | -7.2% | -0.7% | -5.4% |
| 6M | -7.5% | -3.9% | -3.6% | -6.3% |
| YTD | -11.6% | +5.9% | -17.5% | -13.5% |
| 1Y | -14.3% | +8.4% | -22.6% | -16.8% |
| 3Y | +18.5% | +46.6% | -28.1% | +1.6% |
| 5Y | +46.8% | +32.4% | +14.3% | +29.7% |
| All | +46.8% | +30.4% | +16.3% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling