+377.4%
VT vs LNT
+655.6%
-278.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +1.0% | -3.2% | +4.2% | +2.5% |
| 3M | +2.4% | -4.1% | +6.4% | +4.0% |
| 6M | +12.0% | -4.6% | +16.6% | +13.8% |
| YTD | +15.3% | +7.0% | +8.3% | +10.5% |
| 1Y | +22.6% | +8.3% | +14.3% | +16.5% |
| 3Y | +74.7% | +51.0% | +23.7% | +36.9% |
| 5Y | +66.1% | +30.2% | +36.0% | +37.8% |
| 10Y | +225.0% | +143.6% | +81.4% | +74.5% |
| All | +377.4% | +655.6% | -278.2% | -0.6% |
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