+64.4%
VZ vs LNT
+140.9%
-76.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -1.0% | +0.2% | -1.1% | -1.0% |
| 30D | +5.8% | -0.5% | +6.3% | +5.9% |
| 3M | +10.5% | -5.5% | +16.0% | +13.2% |
| 6M | +1.8% | -3.8% | +5.6% | +3.3% |
| YTD | +28.3% | +6.8% | +21.4% | +24.5% |
| 1Y | +22.0% | +9.3% | +12.6% | +17.0% |
| 3Y | +81.8% | +47.9% | +33.9% | +52.8% |
| 5Y | +25.3% | +31.6% | -6.3% | +9.5% |
| 10Y | +64.4% | +150.1% | -85.7% | +8.9% |
| All | +64.4% | +140.9% | -76.5% | +8.9% |
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