+69.4%
LAZ vs VT
+215.5%
-146.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.9% |
| 7D | +1.2% | -2.3% | +3.5% | +4.7% |
| 30D | +8.4% | -5.0% | +13.3% | +16.7% |
| 3M | -10.4% | -4.9% | -5.5% | -3.5% |
| 6M | -14.8% | -1.5% | -13.2% | -11.9% |
| YTD | -17.5% | +8.5% | -26.0% | -25.1% |
| 1Y | -19.2% | +11.4% | -30.6% | -29.2% |
| 3Y | +54.4% | +70.1% | -15.7% | -21.3% |
| 5Y | +2.4% | +53.7% | -51.3% | -39.5% |
| All | +69.4% | +215.5% | -146.1% | -57.5% |
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