+848.4%
LSCC vs ITOT
+871.0%
-22.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.7% |
| 7D | +5.0% | -0.5% | +5.6% | +6.4% |
| 30D | -11.7% | -3.4% | -8.3% | -5.9% |
| 3M | -13.3% | -3.1% | -10.2% | -7.8% |
| 6M | -12.5% | +2.2% | -14.7% | -12.6% |
| YTD | +51.2% | +11.0% | +40.2% | +35.2% |
| 1Y | +65.9% | +11.4% | +54.5% | +47.9% |
| 3Y | +95.3% | +76.4% | +19.0% | -4.6% |
| 5Y | +38.6% | +65.1% | -26.5% | -19.7% |
| 10Y | +1,352.3% | +287.4% | +1,065.0% | +166.5% |
| All | +848.4% | +871.0% | -22.6% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling