-5.8%
LSTR vs VT
+76.6%
-82.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.2% |
| 7D | +9.0% | -0.3% | +9.3% | +9.2% |
| 30D | -11.7% | -1.4% | -10.2% | -10.8% |
| 3M | -16.5% | -1.4% | -15.1% | -15.7% |
| 6M | -14.1% | +5.5% | -19.6% | -18.1% |
| YTD | +7.5% | +12.8% | -5.4% | -3.0% |
| 1Y | +21.1% | +15.4% | +5.6% | +7.2% |
| All | -5.8% | +76.6% | -82.3% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling