+57.4%
VZ vs LNT
+67.4%
-10.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +1.5% | +1.0% | +0.4% | +1.0% |
| 30D | +4.4% | +9.6% | -5.2% | +0.1% |
| 3M | -2.4% | +5.4% | -7.8% | -4.7% |
| 6M | +1.4% | +3.1% | -1.7% | -0.1% |
| YTD | +21.4% | +16.5% | +4.9% | +13.0% |
| 1Y | +20.3% | +12.3% | +8.0% | +13.8% |
| 3Y | +57.4% | +70.3% | -12.9% | +26.7% |
| All | +57.4% | +67.4% | -10.0% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling