+25.5%
LSCC vs VIG
+59.0%
-33.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +8.0% |
| 7D | +13.0% | -1.8% | +14.7% | +17.6% |
| 30D | -19.8% | +2.7% | -22.5% | -24.8% |
| 3M | -18.4% | 0.0% | -18.4% | -18.7% |
| 6M | -16.1% | +6.8% | -22.9% | -27.3% |
| YTD | +42.7% | +12.1% | +30.7% | +12.5% |
| 1Y | +68.0% | +14.8% | +53.2% | +25.9% |
| 3Y | +85.8% | +62.4% | +23.4% | -28.0% |
| All | +25.5% | +59.0% | -33.5% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling