+165.8%
VXUS vs LNT
+565.2%
-399.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.5% | +1.6% | -1.1% | 0.0% |
| 30D | -2.5% | +12.1% | -14.6% | -6.4% |
| 3M | -4.6% | +8.2% | -12.8% | -7.3% |
| 6M | -2.6% | +3.6% | -6.3% | -4.3% |
| YTD | +10.4% | +16.2% | -5.8% | +3.9% |
| 1Y | +12.9% | +12.8% | +0.1% | +7.3% |
| 3Y | +68.4% | +66.5% | +1.9% | +37.0% |
| 5Y | +47.7% | +53.8% | -6.1% | +21.6% |
| 10Y | +142.2% | +182.5% | -40.3% | +44.6% |
| All | +165.8% | +565.2% | -399.4% | -21.2% |
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 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