+34.0%
LONZ vs VT
+78.2%
-44.2%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.1% |
| 7D | -0.5% | -4.2% | +3.7% | 0.0% |
| 30D | -0.6% | -5.8% | +5.2% | 0.0% |
| 3M | -0.4% | -5.2% | +4.9% | +0.2% |
| 6M | +1.0% | +0.1% | +0.8% | +0.9% |
| YTD | +2.4% | +8.2% | -5.9% | +1.3% |
| 1Y | +3.0% | +10.1% | -7.1% | +1.7% |
| 3Y | +21.3% | +69.7% | -48.4% | +13.4% |
| All | +34.0% | +78.2% | -44.2% | +23.8% |
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