-99.9%
LSTA vs VT
+346.0%
-445.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +1.0% | -2.3% | +3.3% | +2.7% |
| 30D | -12.0% | -5.0% | -7.0% | -8.8% |
| 3M | -3.7% | -4.9% | +1.1% | -0.3% |
| 6M | -68.4% | -1.5% | -66.9% | -68.3% |
| YTD | -44.6% | +8.5% | -53.1% | -48.2% |
| 1Y | -56.2% | +11.4% | -67.5% | -59.7% |
| 3Y | -54.8% | +70.1% | -124.9% | -69.0% |
| 5Y | -93.9% | +53.7% | -147.7% | -95.6% |
| 10Y | -98.0% | +220.0% | -318.0% | -99.1% |
| All | -99.9% | +346.0% | -445.9% | -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