+146.3%
VXUS vs LNT
+185.4%
-39.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | -2.2% | +9.9% | -12.2% | -4.8% |
| 3M | -5.4% | +4.8% | -10.2% | -6.7% |
| 6M | -1.2% | +2.2% | -3.4% | -2.2% |
| YTD | +10.4% | +15.9% | -5.5% | +5.3% |
| 1Y | +11.8% | +10.6% | +1.3% | +8.1% |
| 3Y | +68.4% | +66.1% | +2.3% | +43.0% |
| 5Y | +45.9% | +55.6% | -9.7% | +24.7% |
| All | +146.3% | +185.4% | -39.1% | +87.2% |
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