+10.8%
LNC vs VT
+223.7%
-212.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +2.5% |
| 7D | +3.2% | +0.4% | +2.9% | +2.6% |
| 30D | +6.8% | -2.6% | +9.4% | +12.0% |
| 3M | -5.6% | -3.2% | -2.4% | 0.0% |
| 6M | +22.8% | +0.9% | +21.8% | +19.0% |
| YTD | +1.0% | +11.3% | -10.3% | -18.9% |
| 1Y | +9.3% | +14.0% | -4.7% | -16.2% |
| 3Y | +130.3% | +75.8% | +54.4% | -23.7% |
| 5Y | -22.6% | +57.8% | -80.4% | -66.8% |
| 10Y | +10.8% | +219.8% | -209.0% | -84.4% |
| All | +10.8% | +223.7% | -212.9% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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