+34.3%
LONZ vs VT
+78.6%
-44.3%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.6% | -2.3% | +1.7% | -0.3% |
| 30D | -0.8% | -5.0% | +4.1% | -0.3% |
| 3M | -0.2% | -4.9% | +4.7% | +0.4% |
| 6M | +1.1% | -1.5% | +2.6% | +1.2% |
| YTD | +2.6% | +8.5% | -5.9% | +1.5% |
| 1Y | +3.3% | +11.4% | -8.1% | +1.9% |
| 3Y | +21.2% | +70.1% | -48.9% | +13.3% |
| All | +34.3% | +78.6% | -44.3% | +24.0% |
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