+948.7%
VTI vs LNT
+1,140.6%
-191.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -1.6% | -0.5% | -1.1% | -1.4% |
| 3M | +3.6% | -5.5% | +9.1% | +5.9% |
| 6M | +13.0% | -3.8% | +16.8% | +14.3% |
| YTD | +12.7% | +6.8% | +5.9% | +8.4% |
| 1Y | +18.4% | +9.3% | +9.1% | +12.5% |
| 3Y | +76.4% | +47.9% | +28.5% | +43.0% |
| 5Y | +73.7% | +31.6% | +42.1% | +46.3% |
| 10Y | +302.5% | +150.1% | +152.4% | +138.0% |
| All | +948.7% | +1,140.6% | -191.9% | +167.0% |
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