-95.1%
LENZ vs VT
+61.6%
-156.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.1% | -8.9% | -7.2% |
| 7D | -13.8% | -4.2% | -9.6% | -7.7% |
| 30D | -20.6% | -5.8% | -14.8% | -12.9% |
| 3M | -42.9% | -5.2% | -37.6% | -37.7% |
| 6M | -66.8% | +0.1% | -66.9% | -66.7% |
| YTD | -81.2% | +8.2% | -89.4% | -83.0% |
| 1Y | -86.0% | +10.1% | -96.1% | -87.6% |
| 3Y | -60.7% | +69.7% | -130.4% | -79.8% |
| 5Y | -92.5% | +53.4% | -145.9% | -95.1% |
| All | -95.1% | +61.6% | -156.7% | -96.9% |
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