-99.4%
LNZA vs VT
+67.0%
-166.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.3% |
| 7D | -5.6% | -2.0% | -3.6% | -3.4% |
| 30D | -5.5% | -1.4% | -4.0% | -3.9% |
| 3M | -21.1% | +4.7% | -25.8% | -25.6% |
| 6M | -34.9% | +11.4% | -46.2% | -42.4% |
| YTD | -57.3% | +13.1% | -70.3% | -62.6% |
| 1Y | -69.5% | +19.0% | -88.5% | -74.6% |
| 3Y | -99.2% | +73.9% | -173.2% | -99.5% |
| All | -99.4% | +67.0% | -166.4% | -99.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling