+182.5%
LNT vs VT
+217.6%
-35.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +12.1% | -3.1% | +15.1% | +13.6% |
| 3M | +8.2% | -3.5% | +11.7% | +9.9% |
| 6M | +3.6% | +0.5% | +3.2% | +2.9% |
| YTD | +16.2% | +10.8% | +5.4% | +9.4% |
| 1Y | +12.8% | +11.9% | +0.9% | +5.6% |
| 3Y | +66.5% | +73.0% | -6.5% | +21.4% |
| 5Y | +53.8% | +58.6% | -4.8% | +16.4% |
| 10Y | +182.5% | +219.2% | -36.7% | +31.4% |
| All | +182.5% | +217.6% | -35.1% | +31.4% |
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