+3,456.8%
VMC vs LNT
+3,425.8%
+31.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 3M | +0.3% | +4.8% | -4.5% | -1.5% |
| 6M | +0.9% | +2.2% | -1.3% | -0.1% |
| YTD | -1.0% | +15.9% | -16.9% | -6.7% |
| 1Y | -4.3% | +10.6% | -14.9% | -8.2% |
| 3Y | +35.3% | +66.1% | -30.8% | +9.7% |
| 5Y | +44.4% | +55.6% | -11.2% | +18.9% |
| 10Y | +128.0% | +182.8% | -54.8% | +45.0% |
| All | +3,456.8% | +3,425.8% | +31.0% | +996.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling