+64.2%
LZB vs VT
+215.5%
-151.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -3.0% |
| 7D | +4.2% | -2.3% | +6.6% | +7.0% |
| 30D | +7.1% | -5.0% | +12.0% | +13.1% |
| 3M | -21.3% | -4.9% | -16.5% | -17.0% |
| 6M | -9.0% | -1.5% | -7.5% | -8.4% |
| YTD | -13.1% | +8.5% | -21.5% | -22.2% |
| 1Y | +4.6% | +11.4% | -6.8% | -9.5% |
| 3Y | +12.1% | +70.1% | -57.9% | -41.9% |
| 5Y | -1.2% | +53.7% | -54.9% | -41.8% |
| All | +64.2% | +215.5% | -151.3% | -57.3% |
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