+128.9%
LSTR price history and return analytics
+215.5%
-86.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | +0.4% | -2.3% | +2.8% | +2.5% |
| 30D | -14.2% | -5.0% | -9.2% | -10.4% |
| 3M | -18.9% | -4.9% | -14.0% | -15.4% |
| 6M | -20.6% | -1.5% | -19.1% | -19.9% |
| YTD | +1.8% | +8.5% | -6.7% | -5.8% |
| 1Y | +14.7% | +11.4% | +3.4% | +3.7% |
| 3Y | -10.7% | +70.1% | -80.8% | -45.0% |
| 5Y | -9.9% | +53.7% | -63.6% | -39.4% |
| All | +128.9% | +215.5% | -86.6% | -20.7% |
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