-67.1%
LSAK vs VT
+217.6%
-284.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | -11.8% | -0.1% | -11.6% | -11.4% |
| 30D | -24.6% | -3.1% | -21.5% | -22.8% |
| 3M | -24.7% | -3.5% | -21.2% | -22.7% |
| 6M | -27.4% | +0.5% | -27.8% | -27.2% |
| YTD | -26.0% | +10.8% | -36.8% | -30.5% |
| 1Y | -8.5% | +11.9% | -20.4% | -14.8% |
| 3Y | -16.2% | +73.0% | -89.1% | -43.4% |
| 5Y | -37.9% | +58.6% | -96.5% | -55.4% |
| 10Y | -67.1% | +219.2% | -286.3% | -87.0% |
| All | -67.1% | +217.6% | -284.8% | -87.0% |
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 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