+73.8%
LAZ vs VT
+221.8%
-147.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -0.7% |
| 7D | +5.5% | +2.4% | +3.1% | +2.0% |
| 30D | +18.1% | -1.5% | +19.6% | +20.8% |
| 3M | -10.0% | -4.1% | -5.9% | -4.2% |
| 6M | -8.5% | +0.6% | -9.0% | -8.2% |
| YTD | -13.0% | +11.0% | -24.1% | -23.6% |
| 1Y | -15.7% | +13.3% | -29.0% | -28.0% |
| 3Y | +74.6% | +73.4% | +1.2% | -13.4% |
| 5Y | +8.2% | +57.4% | -49.2% | -38.2% |
| All | +73.8% | +221.8% | -147.9% | -57.7% |
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