-65.3%
LZM vs VT
+77.9%
-143.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.7% |
| 30D | +7.6% | +1.0% | +6.6% | +6.2% |
| 3M | -16.5% | +2.4% | -18.9% | -18.3% |
| 6M | -4.1% | +12.0% | -16.1% | -15.6% |
| YTD | -0.5% | +15.3% | -15.8% | -15.0% |
| 1Y | +1.2% | +22.6% | -21.4% | -18.7% |
| All | -65.3% | +77.9% | -143.2% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling