-13.8%
LNC vs SPY
+79.8%
-93.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.9% |
| 7D | -4.6% | -2.0% | -2.6% | -1.8% |
| 30D | -2.0% | -1.7% | -0.3% | +0.5% |
| 3M | +21.7% | +4.7% | +16.9% | +13.7% |
| 6M | +32.5% | +12.5% | +20.0% | +11.1% |
| YTD | +1.3% | +11.7% | -10.4% | -14.1% |
| 1Y | +9.8% | +17.5% | -7.7% | -13.7% |
| 3Y | +100.4% | +76.6% | +23.9% | -14.0% |
| 5Y | -13.8% | +82.0% | -95.9% | -63.9% |
| All | -13.8% | +79.8% | -93.6% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling