+74.9%
LSCC vs VIK
+236.8%
-162.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.3% | -0.3% |
| 7D | +5.2% | +3.6% | +1.6% | +2.8% |
| 30D | -9.6% | -16.7% | +7.1% | +1.2% |
| 3M | -17.8% | -1.1% | -16.7% | -17.4% |
| 6M | +37.4% | +27.8% | +9.6% | +15.7% |
| YTD | +59.7% | +23.3% | +36.3% | +35.6% |
| 1Y | +76.2% | +38.2% | +38.0% | +38.0% |
| All | +74.9% | +236.8% | -162.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling