+51.9%
LNN vs VT
+360.7%
-308.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.5% |
| 7D | -0.4% | -0.7% | +0.3% | +0.3% |
| 30D | -3.7% | -1.7% | -2.0% | -2.1% |
| 3M | -4.9% | -2.3% | -2.6% | -2.8% |
| 6M | +0.8% | +1.5% | -0.7% | -1.5% |
| YTD | -6.7% | +12.0% | -18.7% | -18.4% |
| 1Y | -1.8% | +12.9% | -14.7% | -14.9% |
| 3Y | -8.2% | +74.9% | -83.1% | -50.8% |
| 5Y | -26.6% | +59.9% | -86.5% | -56.9% |
| 10Y | +56.2% | +224.6% | -168.4% | -58.8% |
| All | +51.9% | +360.7% | -308.7% | -71.6% |
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