+116.2%
LSTR vs VOO
+311.2%
-194.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | +1.6% | +3.3% | -1.6% | -1.1% |
| 30D | -11.4% | -2.7% | -8.7% | -9.5% |
| 3M | -20.2% | -1.7% | -18.4% | -19.2% |
| 6M | -15.4% | +3.1% | -18.5% | -17.9% |
| YTD | +5.2% | +11.9% | -6.8% | -4.7% |
| 1Y | +16.2% | +12.1% | +4.2% | +5.2% |
| 3Y | -6.9% | +78.6% | -85.5% | -43.8% |
| 5Y | -9.0% | +73.8% | -82.8% | -44.1% |
| All | +116.2% | +311.2% | -194.9% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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