+4,466.1%
LSCC vs VCLT
+102.2%
+4,363.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | +13.0% | +0.3% | +12.7% | +12.9% |
| 30D | -19.8% | +3.7% | -23.5% | -20.6% |
| 3M | -18.4% | -1.0% | -17.4% | -18.3% |
| 6M | -16.1% | -3.4% | -12.8% | -15.4% |
| YTD | +42.7% | -2.6% | +45.3% | +43.8% |
| 1Y | +68.0% | -3.3% | +71.3% | +69.6% |
| 3Y | +85.8% | +17.3% | +68.5% | +81.3% |
| 5Y | +28.0% | -17.0% | +45.0% | +21.7% |
| 10Y | +1,255.1% | +18.1% | +1,237.0% | +1,399.1% |
| All | +4,466.1% | +102.2% | +4,363.9% | +9,042.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling