+325.3%
VWO vs LNT
+988.7%
-663.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | +0.9% | -0.5% | +1.4% | +1.1% |
| 3M | +4.3% | -5.5% | +9.8% | +7.0% |
| 6M | +10.5% | -3.8% | +14.3% | +11.9% |
| YTD | +13.4% | +6.8% | +6.5% | +8.1% |
| 1Y | +18.6% | +9.3% | +9.3% | +11.3% |
| 3Y | +65.8% | +47.9% | +17.9% | +27.4% |
| 5Y | +35.2% | +31.6% | +3.6% | +7.2% |
| 10Y | +116.6% | +150.1% | -33.5% | -2.8% |
| All | +325.3% | +988.7% | -663.4% | -44.7% |
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