+3.0%
LAZ vs VT
+53.2%
-50.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.2% | +0.9% |
| 7D | -1.3% | -4.2% | +2.9% | +5.4% |
| 30D | +7.4% | -5.8% | +13.2% | +17.8% |
| 3M | -10.8% | -5.2% | -5.5% | -2.9% |
| 6M | -11.5% | +0.1% | -11.6% | -10.6% |
| YTD | -17.1% | +8.2% | -25.3% | -25.0% |
| 1Y | -18.9% | +10.1% | -29.0% | -28.4% |
| 3Y | +52.9% | +69.7% | -16.8% | -23.3% |
| 5Y | +3.0% | +53.4% | -50.3% | -40.7% |
| All | +3.0% | +53.2% | -50.2% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling