+1,357.8%
VSH vs LNT
+3,444.2%
-2,086.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.5% |
| 7D | +14.3% | +1.0% | +13.3% | +13.9% |
| 30D | -7.9% | +9.6% | -17.5% | -12.3% |
| 3M | -19.9% | +5.4% | -25.3% | -22.4% |
| 6M | -30.5% | +3.1% | -33.6% | -32.6% |
| YTD | +85.7% | +16.5% | +69.2% | +68.9% |
| 1Y | +98.9% | +12.3% | +86.6% | +84.1% |
| 3Y | +32.1% | +70.3% | -38.2% | -3.2% |
| 5Y | +39.7% | +56.4% | -16.7% | +4.9% |
| 10Y | +117.6% | +184.3% | -66.7% | +14.2% |
| All | +1,357.8% | +3,444.2% | -2,086.4% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling