-74.1%
LZ vs VT
+60.6%
-134.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +0.9% |
| 7D | +4.4% | -0.3% | +4.7% | +4.8% |
| 30D | +17.5% | -1.4% | +19.0% | +19.5% |
| 3M | -17.9% | -1.4% | -16.5% | -16.5% |
| 6M | +1.6% | +5.5% | -3.8% | -7.6% |
| YTD | -30.5% | +12.8% | -43.3% | -43.2% |
| 1Y | -30.4% | +15.4% | -45.9% | -45.2% |
| 3Y | -34.7% | +76.9% | -111.5% | -74.1% |
| 5Y | -74.1% | +60.4% | -134.5% | -88.5% |
| All | -74.1% | +60.6% | -134.7% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling