+49.0%
LNN vs VT
+345.0%
-295.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +2.1% |
| 7D | +0.5% | -4.2% | +4.6% | +5.0% |
| 30D | -6.8% | -5.8% | -1.0% | -0.9% |
| 3M | -6.6% | -5.2% | -1.4% | -1.4% |
| 6M | -1.9% | +0.1% | -2.0% | -2.7% |
| YTD | -8.5% | +8.2% | -16.7% | -17.0% |
| 1Y | -5.9% | +10.1% | -16.1% | -16.4% |
| 3Y | -13.6% | +69.7% | -83.3% | -52.2% |
| 5Y | -29.3% | +53.4% | -82.7% | -56.6% |
| 10Y | +56.7% | +219.2% | -162.5% | -57.9% |
| All | +49.0% | +345.0% | -295.9% | -71.1% |
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