+1,795.0%
LSCC vs VIG
+240.3%
+1,554.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +2.7% |
| 7D | +5.2% | -0.4% | +5.6% | +5.8% |
| 30D | -9.6% | -2.1% | -7.6% | -6.6% |
| 3M | -17.8% | +3.3% | -21.1% | -22.0% |
| 6M | +37.4% | +9.3% | +28.2% | +20.5% |
| YTD | +59.7% | +10.1% | +49.5% | +38.9% |
| 1Y | +76.2% | +14.7% | +61.5% | +44.4% |
| 3Y | +28.2% | +56.9% | -28.8% | -30.6% |
| 5Y | +87.2% | +62.9% | +24.3% | +1.6% |
| 10Y | +1,795.0% | +241.3% | +1,553.7% | +456.3% |
| All | +1,795.0% | +240.3% | +1,554.7% | +456.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VIG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling