+139.8%
LNT vs VT
+224.5%
-84.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -3.2% | +1.0% | -4.2% | -3.7% |
| 3M | -4.1% | +2.4% | -6.4% | -5.4% |
| 6M | -4.6% | +12.0% | -16.6% | -10.3% |
| YTD | +7.0% | +15.3% | -8.3% | -1.2% |
| 1Y | +8.3% | +22.6% | -14.3% | -3.3% |
| 3Y | +51.0% | +74.7% | -23.7% | +9.6% |
| 5Y | +30.2% | +66.1% | -36.0% | -4.0% |
| All | +139.8% | +224.5% | -84.6% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling