-97.7%
LSTA vs VT
+222.7%
-320.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +47.3% | +1.0% | +46.3% | +46.4% |
| 3M | -51.0% | +2.4% | -53.4% | -52.1% |
| 6M | -61.7% | +12.0% | -73.7% | -65.0% |
| YTD | -11.3% | +15.3% | -26.6% | -20.4% |
| 1Y | -21.8% | +22.6% | -44.4% | -32.5% |
| 3Y | -24.3% | +74.7% | -99.0% | -48.4% |
| 5Y | -91.3% | +66.1% | -157.4% | -93.9% |
| All | -97.7% | +222.7% | -320.5% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling