+175.8%
VSH vs LNT
+148.3%
+27.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | +3.1% | -1.1% | +4.2% | +3.5% |
| 30D | -5.7% | -1.9% | -3.8% | -5.1% |
| 3M | -42.5% | -7.2% | -35.3% | -41.2% |
| 6M | +82.7% | -3.9% | +86.6% | +83.7% |
| YTD | +118.2% | +5.9% | +112.4% | +110.9% |
| 1Y | +109.7% | +8.4% | +101.3% | +100.3% |
| 3Y | +35.3% | +46.6% | -11.3% | +12.6% |
| 5Y | +65.6% | +32.4% | +33.1% | +41.9% |
| All | +175.8% | +148.3% | +27.5% | +107.7% |
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 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