+118.7%
LSTR price history and return analytics
+221.8%
-103.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.4% |
| 7D | +4.4% | +2.4% | +2.1% | +2.3% |
| 30D | -11.6% | -1.5% | -10.0% | -10.5% |
| 3M | -20.5% | -4.1% | -16.4% | -17.7% |
| 6M | -14.1% | +0.6% | -14.6% | -14.9% |
| YTD | +6.3% | +11.0% | -4.7% | -3.6% |
| 1Y | +19.8% | +13.3% | +6.4% | +6.6% |
| 3Y | -5.1% | +73.4% | -78.4% | -42.5% |
| 5Y | -8.0% | +57.4% | -65.4% | -39.4% |
| All | +118.7% | +221.8% | -103.1% | -28.1% |
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