-50.0%
VTRS vs LNT
+148.3%
-198.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.2% | -1.0% | -1.1% | -1.9% |
| 30D | +3.3% | -4.2% | +7.6% | +4.7% |
| 3M | +2.0% | -6.7% | +8.7% | +4.1% |
| 6M | +19.9% | -3.6% | +23.5% | +21.0% |
| YTD | +35.7% | +5.9% | +29.9% | +32.8% |
| 1Y | +68.1% | +7.3% | +60.8% | +63.8% |
| 3Y | +87.1% | +46.5% | +40.6% | +64.9% |
| 5Y | +47.6% | +32.5% | +15.2% | +32.9% |
| All | -50.0% | +148.3% | -198.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling