+631.1%
VRT vs LNT
+54.0%
+577.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -17.7% | +1.6% | -19.2% | -17.7% |
| 30D | -20.0% | +12.1% | -32.1% | -20.6% |
| 3M | -28.1% | +8.2% | -36.3% | -28.4% |
| 6M | -42.8% | +3.6% | -46.5% | -43.1% |
| YTD | +20.0% | +16.2% | +3.8% | +18.1% |
| 1Y | +3.5% | +12.8% | -9.3% | +2.2% |
| 3Y | +366.1% | +66.5% | +299.6% | +317.7% |
| All | +631.1% | +54.0% | +577.0% | +566.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling