+44.4%
VMC vs LNT
+55.1%
-10.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | +15.3% | +9.9% | +5.3% | +11.3% |
| 3M | +0.3% | +4.8% | -4.5% | -1.4% |
| 6M | +0.9% | +2.2% | -1.3% | 0.0% |
| YTD | -1.0% | +15.9% | -16.9% | -6.4% |
| 1Y | -4.3% | +10.6% | -14.9% | -7.9% |
| 3Y | +35.3% | +66.1% | -30.8% | +10.1% |
| All | +44.4% | +55.1% | -10.7% | +19.0% |
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 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