-28.4%
LSTA price history and return analytics
+18.7%
-47.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.9% | -12.8% | -13.2% |
| 7D | 0.0% | -2.0% | +2.0% | +1.2% |
| 30D | +35.5% | -1.4% | +37.0% | +36.6% |
| 3M | -54.6% | +4.7% | -59.3% | -56.3% |
| 6M | -67.4% | +11.4% | -78.7% | -71.4% |
| YTD | -11.8% | +13.1% | -24.9% | -25.8% |
| 1Y | -28.4% | +19.0% | -47.4% | -39.4% |
| All | -28.4% | +18.7% | -47.1% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling