+67.0%
VSH vs LNT
+31.1%
+35.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | +3.5% | +0.2% | +3.4% | +3.5% |
| 30D | -4.4% | -0.5% | -3.9% | -4.3% |
| 3M | -45.8% | -5.5% | -40.3% | -45.3% |
| 6M | +90.1% | -3.8% | +93.9% | +90.4% |
| YTD | +120.3% | +6.8% | +113.5% | +113.1% |
| 1Y | +112.2% | +9.3% | +102.9% | +103.3% |
| 3Y | +36.6% | +47.9% | -11.3% | +15.8% |
| 5Y | +67.0% | +31.6% | +35.4% | +40.7% |
| All | +67.0% | +31.1% | +35.9% | +40.7% |
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 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