+69.5%
LSCC vs VIK
+233.3%
-163.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.4% | +8.8% | +8.7% |
| 7D | +19.3% | +0.1% | +19.2% | +19.2% |
| 30D | -9.6% | +6.8% | -16.4% | -13.4% |
| 3M | -12.4% | -17.6% | +5.2% | -1.7% |
| 6M | -10.5% | +5.4% | -15.9% | -14.7% |
| YTD | +54.8% | +22.1% | +32.7% | +31.7% |
| 1Y | +79.4% | +49.3% | +30.1% | +32.4% |
| All | +69.5% | +233.3% | -163.8% | -19.7% |
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