LST peg stats by period
| Window | Max drawdown | Trough date | Below period high | Baseline shift |
|---|---|---|---|---|
| 7 days | -1.57% | Oct 1, 2026 | -1.24% | -0.89% |
| 30 days | -1.71% | Sep 26, 2026 | -1.24% | +0.28% |
| 60 days | -1.71% | Sep 26, 2026 | -1.24% | +0.23% |
| 90 days | -1.71% | Sep 26, 2026 | -1.24% | +0.47% |
| Since tracking began | -3.68% | Apr 8, 2025 | -1.24% | +6.00% |
More from LST
Other SOL wrappers
How peg stability is measured
Each ratio is the wrapper's market price divided by its underlying asset's market price, sourced daily from DeFiLlama. Charts and stats use a 3-day rolling median (smoothed daily ratio) to suppress single-day price prints. For LSTs the ratio naturally drifts up over time as staking yield accrues.
Current deviation compares today's ratio to the highest ratio in the window. The most actionable signal: it answers "is it off peg right now?"
Max drawdown is the largest peak-to-trough drop in the window. It is historical, useful for spotting acute events even after the wrapper has recovered.
Baseline shift compares the median ratio in the recent half of the window to the prior half. Negative values mean the wrapper settled at a lower plateau: a regime change rather than a single bad print. Note: for yield-accruing LSTs, small positive values just reflect normal staking drift, not a peg event. None of these are redemption guarantees.