+57.2%
LZB vs VT
+217.6%
-160.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +4.8% | -0.1% | +4.9% | +4.9% |
| 30D | +11.7% | -3.1% | +14.8% | +15.5% |
| 3M | -20.5% | -3.5% | -17.0% | -17.6% |
| 6M | -7.3% | +0.5% | -7.8% | -8.8% |
| YTD | -10.5% | +10.8% | -21.3% | -21.9% |
| 1Y | +8.4% | +11.9% | -3.5% | -6.6% |
| 3Y | +16.7% | +73.0% | -56.3% | -40.7% |
| 5Y | +1.1% | +58.6% | -57.5% | -42.6% |
| 10Y | +57.2% | +219.2% | -162.0% | -60.8% |
| All | +57.2% | +217.6% | -160.4% | -60.8% |
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