+35.5%
LNC vs VT
+221.4%
-186.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -3.8% |
| 7D | +1.3% | +1.0% | +0.3% | -0.5% |
| 30D | -5.9% | -0.2% | -5.7% | -5.5% |
| 3M | +25.0% | +4.5% | +20.5% | +14.5% |
| 6M | +30.4% | +14.1% | +16.4% | +0.6% |
| YTD | +0.7% | +14.8% | -14.0% | -23.2% |
| 1Y | +8.8% | +21.2% | -12.4% | -25.4% |
| 3Y | +99.3% | +76.6% | +22.8% | -33.2% |
| 5Y | -15.3% | +66.6% | -81.9% | -67.0% |
| 10Y | +35.5% | +222.3% | -186.8% | -80.8% |
| All | +35.5% | +221.4% | -186.0% | -80.8% |
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