-99.9%
LSTA vs VT
+345.0%
-444.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -3.8% |
| 7D | -2.0% | -4.2% | +2.2% | +1.0% |
| 30D | -18.2% | -5.8% | -12.4% | -14.7% |
| 3M | -11.6% | -5.2% | -6.4% | -8.2% |
| 6M | -69.7% | +0.1% | -69.9% | -70.0% |
| YTD | -46.8% | +8.2% | -55.0% | -50.1% |
| 1Y | -57.7% | +10.1% | -67.8% | -60.8% |
| 3Y | -58.1% | +69.7% | -127.7% | -71.2% |
| 5Y | -94.2% | +53.4% | -147.5% | -95.7% |
| 10Y | -98.1% | +219.2% | -317.3% | -99.2% |
| All | -99.9% | +345.0% | -444.9% | -100.0% |
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