+2,397.0%
VRT vs LNT
+103.8%
+2,293.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.5% |
| 7D | -7.7% | -1.1% | -6.6% | -7.5% |
| 30D | -12.0% | -1.9% | -10.0% | -11.6% |
| 3M | -11.7% | -7.2% | -4.5% | -10.7% |
| 6M | -8.1% | -3.9% | -4.2% | -7.7% |
| YTD | +53.2% | +5.9% | +47.4% | +51.0% |
| 1Y | +81.7% | +8.4% | +73.3% | +78.0% |
| 3Y | +535.3% | +46.6% | +488.7% | +469.4% |
| 5Y | +916.4% | +32.4% | +883.9% | +836.1% |
| All | +2,397.0% | +103.8% | +2,293.2% | +2,056.9% |
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