-94.3%
LENZ vs VT
+61.9%
-156.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.2% | +16.0% | +15.9% |
| 7D | +14.8% | -2.3% | +17.1% | +19.3% |
| 30D | -3.3% | -5.0% | +1.6% | +4.8% |
| 3M | -33.0% | -4.9% | -28.1% | -27.3% |
| 6M | -63.8% | -1.5% | -62.3% | -62.9% |
| YTD | -78.1% | +8.5% | -86.6% | -80.3% |
| 1Y | -84.8% | +11.4% | -96.1% | -86.7% |
| 3Y | -56.4% | +70.1% | -126.5% | -77.6% |
| 5Y | -91.3% | +53.7% | -145.0% | -94.3% |
| All | -94.3% | +61.9% | -156.3% | -96.4% |
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