+317.6%
VOO vs LNT
+148.3%
+169.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -1.0% | +0.3% | -0.4% |
| 30D | -1.1% | -4.2% | +3.2% | +0.5% |
| 3M | +3.9% | -6.7% | +10.6% | +6.3% |
| 6M | +13.6% | -3.6% | +17.2% | +14.6% |
| YTD | +12.7% | +5.9% | +6.8% | +9.5% |
| 1Y | +17.6% | +7.3% | +10.3% | +13.5% |
| 3Y | +77.3% | +46.5% | +30.8% | +48.7% |
| 5Y | +84.1% | +32.5% | +51.7% | +59.2% |
| All | +317.6% | +148.3% | +169.2% | +201.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling