+173.0%
LSBK vs VT
+69.4%
+103.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.2% |
| 7D | -1.2% | -4.2% | +3.0% | 0.0% |
| 30D | +4.6% | -5.8% | +10.4% | +6.4% |
| 3M | +10.3% | -5.2% | +15.5% | +11.9% |
| 6M | +18.5% | +0.1% | +18.3% | +18.1% |
| YTD | +30.6% | +8.2% | +22.3% | +26.6% |
| 1Y | +34.1% | +10.1% | +24.0% | +29.2% |
| All | +173.0% | +69.4% | +103.7% | +114.4% |
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