+387.0%
VNQ vs LNT
+1,112.0%
-725.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.3% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -2.2% | -0.5% | -1.7% | -1.9% |
| 3M | -1.9% | -5.5% | +3.6% | +1.9% |
| 6M | +3.2% | -3.8% | +7.0% | +5.7% |
| YTD | +9.4% | +6.8% | +2.6% | +3.7% |
| 1Y | +7.5% | +9.3% | -1.8% | +0.1% |
| 3Y | +31.1% | +47.9% | -16.9% | -3.4% |
| 5Y | +6.6% | +31.6% | -25.0% | -16.1% |
| 10Y | +63.9% | +150.1% | -86.2% | -23.1% |
| All | +387.0% | +1,112.0% | -725.1% | -26.7% |
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 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