+662.4%
LNT vs VT
+374.2%
+288.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 6M | -4.6% | +12.0% | -16.6% | -11.0% |
| YTD | +7.0% | +15.3% | -8.3% | -2.1% |
| 1Y | +8.3% | +22.6% | -14.3% | -4.5% |
| 3Y | +51.0% | +74.7% | -23.7% | +7.1% |
| 5Y | +30.2% | +66.1% | -36.0% | -6.2% |
| 10Y | +143.6% | +225.0% | -81.4% | +13.7% |
| All | +662.4% | +374.2% | +288.3% | +135.1% |
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