+183.8%
VXUS vs LNT
+512.7%
-328.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +2.2% | -3.2% | +5.4% | +3.3% |
| 3M | +3.0% | -4.1% | +7.0% | +4.1% |
| 6M | +10.7% | -4.6% | +15.2% | +12.0% |
| YTD | +17.8% | +7.0% | +10.8% | +14.3% |
| 1Y | +27.6% | +8.3% | +19.3% | +23.0% |
| 3Y | +73.3% | +51.0% | +22.3% | +46.0% |
| 5Y | +54.3% | +30.2% | +24.2% | +35.4% |
| 10Y | +149.8% | +143.6% | +6.2% | +58.7% |
| All | +183.8% | +512.7% | -328.8% | -13.3% |
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