-10.3%
LSTR vs VT
+53.4%
-63.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | +0.4% | -2.3% | +2.8% | +2.3% |
| 30D | -14.2% | -5.0% | -9.2% | -10.7% |
| 3M | -18.9% | -4.9% | -14.0% | -15.7% |
| 6M | -20.6% | -1.5% | -19.1% | -20.0% |
| YTD | +1.8% | +8.5% | -6.7% | -5.3% |
| 1Y | +14.7% | +11.4% | +3.4% | +4.4% |
| 3Y | -10.7% | +70.1% | -80.8% | -42.9% |
| All | -10.3% | +53.4% | -63.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling