+1,763.3%
LSCC vs VCLT
+14.8%
+1,748.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.7% |
| 30D | -9.7% | -0.9% | -8.8% | -9.2% |
| 3M | -23.7% | -3.2% | -20.5% | -22.0% |
| 6M | +26.5% | -3.8% | +30.3% | +30.2% |
| YTD | +57.5% | -2.0% | +59.5% | +60.2% |
| 1Y | +75.7% | -0.8% | +76.5% | +77.2% |
| 3Y | +19.5% | +12.3% | +7.2% | +11.7% |
| 5Y | +83.8% | -15.4% | +99.2% | +91.2% |
| All | +1,763.3% | +14.8% | +1,748.6% | +1,860.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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