+75.8%
VT vs LNT
+63.0%
+12.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | -2.6% | +12.4% | -15.0% | -4.1% |
| 3M | -3.2% | +6.7% | -9.9% | -4.1% |
| 6M | +0.9% | +3.9% | -3.0% | +0.2% |
| YTD | +11.3% | +16.5% | -5.2% | +8.2% |
| 1Y | +14.0% | +12.5% | +1.5% | +11.5% |
| 3Y | +75.8% | +66.9% | +9.0% | +59.1% |
| All | +75.8% | +63.0% | +12.8% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling