-94.4%
LENZ vs VT
+68.4%
-162.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -3.5% |
| 7D | +7.8% | -0.3% | +8.1% | +8.5% |
| 30D | -3.6% | -1.4% | -2.2% | -1.4% |
| 3M | -31.5% | -1.4% | -30.1% | -29.8% |
| 6M | -62.7% | +5.5% | -68.2% | -65.5% |
| YTD | -78.4% | +12.8% | -91.2% | -81.7% |
| 1Y | -87.7% | +15.4% | -103.1% | -89.9% |
| 3Y | -54.9% | +76.9% | -131.7% | -78.2% |
| 5Y | -91.8% | +60.4% | -152.2% | -95.1% |
| All | -94.4% | +68.4% | -162.8% | -96.6% |
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