+539.2%
LNC vs SPY
+3,059.5%
-2,520.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | -1.3% | -0.4% | -1.0% | -0.7% |
| 30D | -4.7% | -1.4% | -3.3% | -2.5% |
| 3M | +24.5% | +3.7% | +20.8% | +17.2% |
| 6M | +31.2% | +13.0% | +18.2% | +7.6% |
| YTD | +1.2% | +12.4% | -11.2% | -16.2% |
| 1Y | +9.7% | +18.5% | -8.9% | -16.7% |
| 3Y | +100.3% | +77.6% | +22.7% | -19.3% |
| 5Y | -15.2% | +81.7% | -96.9% | -66.0% |
| 10Y | +36.7% | +319.7% | -283.0% | -82.2% |
| All | +539.2% | +3,059.5% | -2,520.3% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling