+1,474.1%
VTR vs LNT
+1,689.3%
-215.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -1.0% |
| 7D | -2.4% | +1.0% | -3.4% | -3.0% |
| 30D | -3.7% | -1.1% | -2.6% | -3.2% |
| 3M | +13.5% | -3.6% | +17.1% | +15.9% |
| 6M | +7.2% | -2.7% | +9.9% | +8.8% |
| YTD | +17.6% | +8.0% | +9.6% | +12.3% |
| 1Y | +35.4% | +10.5% | +24.9% | +27.6% |
| 3Y | +132.8% | +49.6% | +83.3% | +83.3% |
| 5Y | +88.7% | +32.2% | +56.4% | +57.8% |
| 10Y | +87.6% | +141.8% | -54.1% | +17.5% |
| All | +1,474.1% | +1,689.3% | -215.3% | +391.4% |
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