-44.2%
LSTA price history and return analytics
+75.6%
-119.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.6% | +1.1% | +16.5% | +16.7% |
| 7D | +13.2% | -0.7% | +13.9% | +14.1% |
| 30D | +14.3% | -1.7% | +16.0% | +16.1% |
| 3M | -0.8% | -2.3% | +1.5% | +1.1% |
| 6M | -63.2% | +1.5% | -64.7% | -63.8% |
| YTD | -35.5% | +12.0% | -47.5% | -41.9% |
| 1Y | -42.9% | +12.9% | -55.7% | -48.8% |
| All | -44.2% | +75.6% | -119.8% | -65.5% |
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