+32.1%
VSH vs LNT
+67.4%
-35.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.2% |
| 7D | +14.3% | +1.0% | +13.3% | +14.4% |
| 30D | -7.9% | +9.6% | -17.5% | -8.0% |
| 3M | -19.9% | +5.4% | -25.3% | -19.9% |
| 6M | -30.5% | +3.1% | -33.6% | -30.8% |
| YTD | +85.7% | +16.5% | +69.2% | +80.0% |
| 1Y | +98.9% | +12.3% | +86.6% | +94.3% |
| 3Y | +32.1% | +70.3% | -38.2% | +8.8% |
| All | +32.1% | +67.4% | -35.3% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling