-98.1%
LSTA vs VT
+217.6%
-315.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.5% | -8.5% | -8.6% |
| 7D | -6.4% | -0.1% | -6.3% | -6.2% |
| 30D | -3.8% | -3.1% | -0.7% | -1.5% |
| 3M | -6.4% | -3.5% | -2.9% | -4.0% |
| 6M | -67.6% | +0.5% | -68.1% | -67.9% |
| YTD | -45.2% | +10.8% | -55.9% | -49.2% |
| 1Y | -51.4% | +11.9% | -63.3% | -55.3% |
| 3Y | -53.0% | +73.0% | -126.0% | -67.4% |
| 5Y | -93.7% | +58.6% | -152.3% | -95.4% |
| 10Y | -98.1% | +219.2% | -317.2% | -99.4% |
| All | -98.1% | +217.6% | -315.7% | -99.4% |
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 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