+908.7%
VZ vs LNT
+3,407.5%
-2,498.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +2.1% | +1.4% | +0.7% | +1.6% |
| 30D | +1.4% | +12.3% | -10.9% | -3.0% |
| 3M | -1.3% | +5.3% | -6.6% | -3.3% |
| 6M | -0.5% | +2.0% | -2.6% | -1.4% |
| YTD | +19.6% | +15.3% | +4.4% | +13.1% |
| 1Y | +22.4% | +12.3% | +10.1% | +16.8% |
| 3Y | +55.9% | +59.1% | -3.2% | +29.8% |
| 5Y | +20.4% | +51.7% | -31.3% | +1.1% |
| 10Y | +66.9% | +170.1% | -103.2% | +10.8% |
| All | +908.7% | +3,407.5% | -2,498.8% | +167.1% |
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