+414.3%
VUG vs LNT
+148.3%
+266.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.5% | -1.0% | +0.6% | -0.2% |
| 30D | -1.0% | -4.2% | +3.3% | +0.3% |
| 3M | +3.5% | -6.7% | +10.2% | +5.5% |
| 6M | +14.2% | -3.6% | +17.8% | +14.9% |
| YTD | +8.5% | +5.9% | +2.6% | +5.7% |
| 1Y | +12.9% | +7.3% | +5.6% | +9.3% |
| 3Y | +85.6% | +46.5% | +39.2% | +58.6% |
| 5Y | +78.1% | +32.5% | +45.7% | +56.3% |
| All | +414.3% | +148.3% | +266.0% | +277.8% |
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