+72.1%
LNN vs VT
+374.2%
-302.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +8.4% | +0.4% | +7.9% | +7.9% |
| 30D | +7.8% | +1.0% | +6.8% | +6.7% |
| 3M | +8.5% | +2.4% | +6.1% | +5.5% |
| 6M | -7.9% | +12.0% | -19.9% | -19.1% |
| YTD | +5.7% | +15.3% | -9.7% | -10.2% |
| 1Y | -9.8% | +22.6% | -32.4% | -28.4% |
| 3Y | +0.8% | +74.7% | -73.9% | -45.7% |
| 5Y | -20.1% | +66.1% | -86.3% | -54.9% |
| 10Y | +90.8% | +225.0% | -134.2% | -49.5% |
| All | +72.1% | +374.2% | -302.1% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling