+3,227.9%
VMC vs LNT
+3,155.8%
+72.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -8.2% | -3.2% | -5.1% | -7.2% |
| 3M | -7.0% | -4.1% | -3.0% | -5.6% |
| 6M | -10.8% | -4.6% | -6.2% | -9.3% |
| YTD | -7.4% | +7.0% | -14.4% | -10.0% |
| 1Y | -9.5% | +8.3% | -17.8% | -12.5% |
| 3Y | +20.5% | +51.0% | -30.5% | +1.2% |
| 5Y | +51.6% | +30.2% | +21.4% | +33.5% |
| 10Y | +150.0% | +143.6% | +6.4% | +68.0% |
| All | +3,227.9% | +3,155.8% | +72.1% | +958.3% |
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