+1,088.3%
VST vs LNT
+172.4%
+915.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +19.2% | -0.5% | +19.7% | +19.4% |
| 30D | -17.2% | +9.9% | -27.1% | -21.3% |
| 3M | -8.1% | +4.8% | -12.9% | -10.6% |
| 6M | -8.1% | +2.2% | -10.3% | -9.9% |
| YTD | -16.3% | +15.9% | -32.1% | -22.8% |
| 1Y | -24.1% | +10.6% | -34.7% | -28.4% |
| 3Y | +300.2% | +66.1% | +234.1% | +197.9% |
| 5Y | +645.9% | +55.6% | +590.3% | +469.3% |
| 10Y | +1,152.2% | +182.8% | +969.3% | +725.8% |
| All | +1,088.3% | +172.4% | +915.9% | +679.3% |
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