-99.1%
LZMH vs VT
+32.7%
-131.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.1% | +9.9% | +12.2% |
| 7D | +11.8% | -0.7% | +12.5% | +10.6% |
| 30D | -17.0% | -1.7% | -15.2% | -18.5% |
| 3M | -28.5% | -2.3% | -26.2% | -30.3% |
| 6M | -55.1% | +1.5% | -56.6% | -53.9% |
| YTD | -97.4% | +12.0% | -109.4% | -96.8% |
| 1Y | -98.6% | +12.9% | -111.5% | -98.3% |
| All | -99.1% | +32.7% | -131.8% | -99.2% |
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