+152.4%
LAZ vs VT
+345.0%
-192.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.2% | 0.0% |
| 7D | -1.3% | -4.2% | +2.9% | +4.4% |
| 30D | +7.4% | -5.8% | +13.2% | +16.2% |
| 3M | -10.8% | -5.2% | -5.5% | -4.1% |
| 6M | -11.5% | +0.1% | -11.6% | -10.6% |
| YTD | -17.1% | +8.2% | -25.3% | -23.7% |
| 1Y | -18.9% | +10.1% | -29.0% | -26.9% |
| 3Y | +52.9% | +69.7% | -16.8% | -17.4% |
| 5Y | +3.0% | +53.4% | -50.3% | -35.9% |
| 10Y | +72.6% | +219.2% | -146.6% | -54.1% |
| All | +152.4% | +345.0% | -192.6% | -51.7% |
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 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