-90.3%
LENZ vs VT
+72.2%
-162.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.3% |
| 7D | +16.6% | +0.4% | +16.2% | +15.9% |
| 30D | +13.1% | +1.0% | +12.1% | +11.5% |
| 3M | -17.2% | +2.4% | -19.6% | -20.6% |
| 6M | -54.0% | +12.0% | -66.0% | -60.8% |
| YTD | -62.7% | +15.3% | -78.1% | -69.5% |
| 1Y | -85.1% | +22.6% | -107.7% | -88.8% |
| 3Y | -20.5% | +74.7% | -95.2% | -61.4% |
| 5Y | -91.2% | +66.1% | -157.4% | -95.1% |
| All | -90.3% | +72.2% | -162.5% | -94.4% |
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 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