+345.1%
LSBK vs VT
+345.0%
+0.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.9% |
| 7D | -1.2% | -4.2% | +3.0% | -0.7% |
| 30D | +4.6% | -5.8% | +10.4% | +5.3% |
| 3M | +10.3% | -5.2% | +15.5% | +10.9% |
| 6M | +18.5% | +0.1% | +18.3% | +18.4% |
| YTD | +30.6% | +8.2% | +22.3% | +29.3% |
| 1Y | +34.1% | +10.1% | +24.0% | +32.6% |
| 3Y | +177.4% | +69.7% | +107.8% | +162.5% |
| 5Y | +93.5% | +53.4% | +40.1% | +84.4% |
| 10Y | +142.7% | +219.2% | -76.5% | +119.4% |
| All | +345.1% | +345.0% | +0.1% | +381.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling