+348.0%
VT vs LNT
+722.7%
-374.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.9% |
| 7D | -4.2% | +4.7% | -8.9% | -6.3% |
| 30D | -5.8% | +13.0% | -18.8% | -11.4% |
| 3M | -5.2% | +5.4% | -10.7% | -7.9% |
| 6M | +0.1% | +2.0% | -1.9% | -1.6% |
| YTD | +8.2% | +16.5% | -8.3% | -0.8% |
| 1Y | +10.1% | +13.3% | -3.2% | +2.3% |
| 3Y | +69.7% | +58.7% | +11.0% | +30.0% |
| 5Y | +53.4% | +53.3% | +0.1% | +16.8% |
| 10Y | +219.2% | +173.0% | +46.2% | +61.3% |
| All | +348.0% | +722.7% | -374.6% | -10.7% |
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