+123.8%
LSCC vs VIG
+67.2%
+56.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.6% | +8.4% |
| 7D | +14.5% | -0.3% | +14.8% | +16.1% |
| 30D | -0.1% | +4.9% | -5.0% | -11.7% |
| 3M | -2.7% | +2.9% | -5.6% | -9.6% |
| 6M | -4.8% | +11.2% | -16.0% | -27.3% |
| YTD | +66.9% | +16.0% | +50.9% | +16.0% |
| 1Y | +85.8% | +17.0% | +68.9% | +26.7% |
| All | +123.8% | +67.2% | +56.6% | -40.2% |
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