-7.9%
LNN vs VT
+74.4%
-82.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +1.7% | -0.1% | +1.9% | +1.8% |
| 30D | -2.5% | -3.1% | +0.6% | -0.1% |
| 3M | -4.9% | -3.5% | -1.4% | -2.2% |
| 6M | +0.6% | +0.5% | +0.1% | -0.3% |
| YTD | -6.4% | +10.8% | -17.2% | -15.3% |
| 1Y | -0.7% | +11.9% | -12.6% | -11.0% |
| 3Y | -7.9% | +73.0% | -80.9% | -48.4% |
| All | -7.9% | +74.4% | -82.4% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling