+448.4%
LZB vs VT
+345.0%
+103.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | +3.9% |
| 7D | +7.2% | -4.2% | +11.4% | +13.0% |
| 30D | +10.0% | -5.8% | +15.8% | +18.3% |
| 3M | -20.7% | -5.2% | -15.5% | -15.4% |
| 6M | -4.3% | +0.1% | -4.5% | -5.7% |
| YTD | -10.6% | +8.2% | -18.9% | -20.8% |
| 1Y | +4.0% | +10.1% | -6.1% | -10.0% |
| 3Y | +13.4% | +69.7% | -56.3% | -44.5% |
| 5Y | +1.6% | +53.4% | -51.8% | -43.3% |
| 10Y | +71.3% | +219.2% | -147.9% | -63.9% |
| All | +448.4% | +345.0% | +103.4% | -3.8% |
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