+107.9%
LAZ vs VT
+224.5%
-116.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.1% | +0.4% | +2.7% | +2.5% |
| 30D | +2.9% | +1.0% | +1.9% | +1.6% |
| 3M | -6.2% | +2.4% | -8.6% | -8.6% |
| 6M | -4.9% | +12.0% | -16.9% | -17.8% |
| YTD | -4.4% | +15.3% | -19.7% | -20.5% |
| 1Y | -17.4% | +22.6% | -40.0% | -36.9% |
| 3Y | +47.1% | +74.7% | -27.6% | -27.9% |
| 5Y | +18.8% | +66.1% | -47.3% | -37.0% |
| All | +107.9% | +224.5% | -116.6% | -49.3% |
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