+69.6%
LSCC vs VLTO
+18.3%
+51.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.4% |
| 7D | +3.0% | +13.8% | -10.9% | +7.8% |
| 30D | -19.3% | +21.2% | -40.4% | -14.4% |
| 3M | -22.3% | +21.5% | -43.8% | -17.4% |
| 6M | -14.6% | +33.0% | -47.6% | -10.4% |
| YTD | +45.8% | +17.8% | +28.0% | +59.3% |
| 1Y | +69.6% | +18.1% | +51.5% | +85.9% |
| All | +69.6% | +18.3% | +51.3% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling