-18.2%
LSAK vs VT
+74.0%
-92.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -5.7% | +2.4% | -8.0% | -6.5% |
| 30D | -25.7% | -1.5% | -24.2% | -25.2% |
| 3M | -31.3% | -4.1% | -27.1% | -30.2% |
| 6M | -31.0% | +0.6% | -31.5% | -30.7% |
| YTD | -30.4% | +11.0% | -41.4% | -31.1% |
| 1Y | -15.1% | +13.3% | -28.4% | -16.2% |
| 3Y | -18.2% | +73.4% | -91.6% | -12.7% |
| All | -18.2% | +74.0% | -92.2% | -12.7% |
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