-16.2%
LSAK vs VT
+74.4%
-90.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -11.8% | -0.1% | -11.6% | -11.4% |
| 30D | -24.6% | -3.1% | -21.5% | -23.7% |
| 3M | -24.7% | -3.5% | -21.2% | -23.7% |
| 6M | -27.4% | +0.5% | -27.8% | -27.0% |
| YTD | -26.0% | +10.8% | -36.8% | -26.7% |
| 1Y | -8.5% | +11.9% | -20.4% | -9.5% |
| 3Y | -16.2% | +73.0% | -89.1% | -11.6% |
| All | -16.2% | +74.4% | -90.6% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling