-11.4%
LNC vs VT
+66.2%
-77.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.0% | +0.4% | +4.6% | +4.4% |
| 30D | -3.1% | +1.0% | -4.0% | -4.5% |
| 3M | +35.1% | +2.4% | +32.7% | +29.5% |
| 6M | +32.8% | +12.0% | +20.8% | +10.3% |
| YTD | +5.7% | +15.3% | -9.6% | -16.3% |
| 1Y | +10.2% | +22.6% | -12.4% | -21.1% |
| 3Y | +104.9% | +74.7% | +30.2% | -16.8% |
| All | -11.4% | +66.2% | -77.6% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling