+1,636.0%
VSH vs LNT
+3,155.8%
-1,519.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.5% |
| 7D | +4.1% | -0.1% | +4.1% | +4.1% |
| 30D | -4.2% | -3.2% | -1.0% | -2.6% |
| 3M | -50.0% | -4.1% | -45.9% | -49.4% |
| 6M | +80.2% | -4.6% | +84.7% | +82.6% |
| YTD | +121.1% | +7.0% | +114.1% | +110.9% |
| 1Y | +112.0% | +8.3% | +103.7% | +100.4% |
| 3Y | +22.5% | +51.0% | -28.5% | -4.2% |
| 5Y | +64.0% | +30.2% | +33.9% | +35.9% |
| 10Y | +170.4% | +143.6% | +26.8% | +54.1% |
| All | +1,636.0% | +3,155.8% | -1,519.9% | +212.5% |
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 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