+183.1%
LNT vs VT
+221.8%
-38.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.0% | +2.4% | -1.3% | -0.1% |
| 30D | +9.6% | -1.5% | +11.1% | +10.3% |
| 3M | +5.4% | -4.1% | +9.5% | +7.4% |
| 6M | +3.1% | +0.6% | +2.6% | +2.3% |
| YTD | +16.5% | +11.0% | +5.4% | +9.5% |
| 1Y | +12.3% | +13.3% | -1.0% | +4.4% |
| 3Y | +70.3% | +73.4% | -3.1% | +24.0% |
| 5Y | +56.4% | +57.4% | -1.0% | +18.9% |
| All | +183.1% | +221.8% | -38.7% | +31.3% |
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