-68.4%
LSAK vs VT
+224.4%
-292.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.4% | -5.0% |
| 7D | -18.4% | -0.7% | -17.7% | -17.8% |
| 30D | -31.3% | -1.7% | -29.6% | -30.3% |
| 3M | -30.0% | -2.3% | -27.7% | -28.8% |
| 6M | -32.3% | +1.5% | -33.8% | -32.6% |
| YTD | -29.1% | +12.0% | -41.2% | -34.0% |
| 1Y | -13.1% | +12.9% | -26.0% | -19.5% |
| 3Y | -19.7% | +74.9% | -94.7% | -46.2% |
| 5Y | -36.0% | +59.9% | -95.9% | -54.3% |
| 10Y | -68.4% | +224.6% | -293.0% | -87.8% |
| All | -68.4% | +224.4% | -292.7% | -87.8% |
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