-54.1%
LSAK vs VT
+222.7%
-276.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -4.8% | +1.0% | -5.8% | -5.4% |
| 3M | -10.7% | +2.4% | -13.1% | -11.9% |
| 6M | -2.2% | +12.0% | -14.2% | -9.1% |
| YTD | -5.2% | +15.3% | -20.6% | -13.6% |
| 1Y | -3.2% | +22.6% | -25.8% | -15.5% |
| 3Y | +18.9% | +74.7% | -55.7% | -20.5% |
| 5Y | -2.0% | +66.1% | -68.1% | -32.0% |
| All | -54.1% | +222.7% | -276.9% | -81.6% |
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