+221.8%
VT vs LNT
+186.9%
+34.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.4% | +1.0% | +1.3% | +2.0% |
| 30D | -1.5% | +9.6% | -11.1% | -4.5% |
| 3M | -4.1% | +5.4% | -9.5% | -5.9% |
| 6M | +0.6% | +3.1% | -2.6% | -0.9% |
| YTD | +11.0% | +16.5% | -5.4% | +4.8% |
| 1Y | +13.3% | +12.3% | +1.0% | +8.2% |
| 3Y | +73.4% | +70.3% | +3.1% | +40.9% |
| 5Y | +57.4% | +56.4% | +1.0% | +30.2% |
| All | +221.8% | +186.9% | +34.9% | +132.5% |
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 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