+608.4%
VST vs LNT
+55.9%
+552.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +6.6% | +1.0% | +5.5% | +6.2% |
| 30D | -12.4% | +9.6% | -22.0% | -15.6% |
| 3M | -9.0% | +5.4% | -14.4% | -11.0% |
| 6M | -6.4% | +3.1% | -9.6% | -8.1% |
| YTD | -17.2% | +16.5% | -33.7% | -22.4% |
| 1Y | -22.0% | +12.3% | -34.3% | -25.9% |
| 3Y | +296.7% | +70.3% | +226.4% | +207.4% |
| All | +608.4% | +55.9% | +552.5% | +493.0% |
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