-98.0%
LSTA vs VT
+223.7%
-321.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +7.0% |
| 7D | +10.9% | +0.4% | +10.5% | +10.8% |
| 30D | +5.7% | -2.6% | +8.3% | +7.8% |
| 3M | +5.7% | -3.2% | +8.9% | +8.2% |
| 6M | -64.4% | +0.9% | -65.4% | -64.9% |
| YTD | -39.8% | +11.3% | -51.1% | -44.5% |
| 1Y | -45.6% | +14.0% | -59.6% | -50.6% |
| 3Y | -46.9% | +75.8% | -122.8% | -63.6% |
| 5Y | -93.2% | +57.8% | -151.0% | -95.1% |
| 10Y | -98.0% | +219.8% | -317.8% | -99.4% |
| All | -98.0% | +223.7% | -321.7% | -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