+132.6%
LSTR vs VT
+214.8%
-82.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -0.2% |
| 7D | +3.0% | -4.2% | +7.2% | +6.8% |
| 30D | -13.8% | -5.8% | -8.0% | -9.4% |
| 3M | -18.6% | -5.2% | -13.4% | -14.8% |
| 6M | -18.9% | +0.1% | -19.0% | -19.4% |
| YTD | +3.5% | +8.2% | -4.8% | -4.1% |
| 1Y | +16.5% | +10.1% | +6.4% | +6.4% |
| 3Y | -8.8% | +69.7% | -78.4% | -43.6% |
| 5Y | -8.4% | +53.4% | -61.8% | -38.3% |
| All | +132.6% | +214.8% | -82.2% | -19.3% |
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