-57.4%
LZM vs VT
+56.9%
-114.3%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.0% | +5.1% |
| 7D | +9.9% | -2.3% | +12.3% | +11.7% |
| 30D | +12.3% | -5.0% | +17.3% | +16.6% |
| 3M | +6.6% | -4.9% | +11.5% | +10.9% |
| 6M | -24.6% | -1.5% | -23.1% | -22.6% |
| YTD | -1.6% | +8.5% | -10.1% | -3.7% |
| 1Y | +10.8% | +11.4% | -0.6% | +7.4% |
| 3Y | -43.2% | +70.1% | -113.2% | -46.9% |
| All | -57.4% | +56.9% | -114.3% | -60.0% |
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 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