+1,205.2%
VST vs LNT
+166.8%
+1,038.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.8% |
| 7D | -0.5% | +0.6% | -1.1% | -1.0% |
| 30D | -17.1% | +12.4% | -29.5% | -22.1% |
| 3M | -4.6% | +6.7% | -11.3% | -8.0% |
| 6M | -9.1% | +3.9% | -13.0% | -11.5% |
| YTD | -16.6% | +16.5% | -33.1% | -23.4% |
| 1Y | -29.5% | +12.5% | -42.0% | -34.1% |
| 3Y | +297.5% | +66.9% | +230.7% | +194.8% |
| 5Y | +654.5% | +56.1% | +598.5% | +474.3% |
| 10Y | +1,205.2% | +173.2% | +1,032.0% | +786.3% |
| All | +1,205.2% | +166.8% | +1,038.4% | +786.3% |
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 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