-91.2%
LSTA vs VT
+66.2%
-157.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.7% |
| 30D | +47.3% | +1.0% | +46.3% | +46.3% |
| 3M | -51.0% | +2.4% | -53.4% | -52.2% |
| 6M | -61.7% | +12.0% | -73.7% | -65.4% |
| YTD | -11.3% | +15.3% | -26.6% | -21.6% |
| 1Y | -21.8% | +22.6% | -44.4% | -33.8% |
| 3Y | -24.3% | +74.7% | -99.0% | -51.1% |
| All | -91.2% | +66.2% | -157.4% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling