+990.1%
VZ vs LNT
+3,155.8%
-2,165.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +7.9% | -3.2% | +11.1% | +9.2% |
| 3M | +13.6% | -4.1% | +17.7% | +15.4% |
| 6M | +1.1% | -4.6% | +5.7% | +2.8% |
| YTD | +29.3% | +7.0% | +22.3% | +25.8% |
| 1Y | +21.2% | +8.3% | +13.0% | +17.3% |
| 3Y | +75.9% | +51.0% | +24.9% | +49.4% |
| 5Y | +24.1% | +30.2% | -6.1% | +10.3% |
| 10Y | +62.4% | +143.6% | -81.2% | +12.1% |
| All | +990.1% | +3,155.8% | -2,165.7% | +197.1% |
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