-84.3%
LZ vs VT
+62.1%
-146.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.1% | -9.6% | -8.1% |
| 7D | -10.3% | -4.2% | -6.1% | -4.5% |
| 30D | +3.2% | -5.8% | +9.0% | +12.3% |
| 3M | -26.5% | -5.2% | -21.2% | -20.7% |
| 6M | -11.3% | +0.1% | -11.4% | -12.8% |
| YTD | -40.0% | +8.2% | -48.3% | -47.8% |
| 1Y | -41.5% | +10.1% | -51.6% | -50.5% |
| 3Y | -43.6% | +69.7% | -113.3% | -76.2% |
| 5Y | -76.4% | +53.4% | -129.7% | -88.4% |
| All | -84.3% | +62.1% | -146.4% | -92.8% |
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 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