-17.6%
LSAK vs VT
+69.7%
-87.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -11.8% | -2.3% | -9.5% | -10.7% |
| 30D | -24.9% | -5.0% | -20.0% | -23.4% |
| 3M | -25.1% | -4.9% | -20.2% | -23.6% |
| 6M | -28.2% | -1.5% | -26.6% | -27.2% |
| YTD | -26.2% | +8.5% | -34.7% | -26.3% |
| 1Y | -15.2% | +11.4% | -26.6% | -15.7% |
| 3Y | -17.6% | +70.1% | -87.6% | -16.7% |
| All | -17.6% | +69.7% | -87.3% | -16.7% |
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