+147.1%
VXUS vs LNT
+184.1%
-37.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.2% | +11.6% | -12.8% | -4.2% |
| 3M | -3.8% | +8.2% | -12.0% | -6.0% |
| 6M | -1.7% | +3.1% | -4.8% | -2.9% |
| YTD | +11.4% | +16.8% | -5.4% | +6.1% |
| 1Y | +13.3% | +11.6% | +1.7% | +9.3% |
| 3Y | +70.0% | +67.4% | +2.6% | +44.0% |
| 5Y | +48.1% | +56.8% | -8.7% | +26.4% |
| 10Y | +147.1% | +185.0% | -38.0% | +87.5% |
| All | +147.1% | +184.1% | -37.0% | +87.5% |
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