-39.5%
LSAK vs VT
+58.5%
-98.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -7.0% | +2.9% | -9.9% | -8.5% |
| 30D | -29.5% | -2.5% | -27.0% | -28.4% |
| 3M | -30.3% | -3.3% | -26.9% | -28.9% |
| 6M | -31.5% | +1.5% | -33.1% | -31.7% |
| YTD | -30.4% | +11.4% | -41.8% | -33.6% |
| 1Y | -13.3% | +11.9% | -25.2% | -17.5% |
| 3Y | -21.1% | +73.9% | -95.0% | -42.4% |
| 5Y | -39.5% | +57.9% | -97.4% | -47.2% |
| All | -39.5% | +58.5% | -98.1% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling