+21.2%
LSCC vs VIG
+56.4%
-35.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +3.2% |
| 7D | +1.3% | -0.4% | +1.7% | +2.4% |
| 30D | -9.7% | -1.0% | -8.7% | -7.7% |
| 3M | -23.7% | +2.8% | -26.5% | -28.6% |
| 6M | +26.5% | +8.2% | +18.3% | +5.1% |
| YTD | +57.5% | +11.0% | +46.5% | +23.3% |
| 1Y | +75.7% | +16.1% | +59.5% | +23.8% |
| All | +21.2% | +56.4% | -35.2% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling