+36.8%
LNC vs SPY
+322.5%
-285.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.8% |
| 7D | -3.6% | -0.8% | -2.8% | -2.3% |
| 30D | -0.6% | -1.1% | +0.5% | +1.3% |
| 3M | +21.2% | +3.9% | +17.3% | +13.2% |
| 6M | +35.4% | +13.6% | +21.8% | +7.5% |
| YTD | +1.9% | +12.7% | -10.7% | -17.8% |
| 1Y | +8.9% | +17.5% | -8.6% | -18.6% |
| 3Y | +110.5% | +76.9% | +33.6% | -24.9% |
| 5Y | -13.3% | +83.6% | -96.9% | -70.5% |
| All | +36.8% | +322.5% | -285.7% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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