+32.9%
LSCC vs VLTO
+54.8%
-21.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.7% | +7.0% |
| 7D | +13.0% | +5.4% | +7.6% | +10.8% |
| 30D | -19.8% | +22.3% | -42.1% | -26.7% |
| 3M | -18.4% | +19.6% | -38.0% | -24.8% |
| 6M | -16.1% | +35.2% | -51.3% | -29.5% |
| YTD | +42.7% | +17.9% | +24.9% | +31.7% |
| 1Y | +68.0% | +19.5% | +48.5% | +52.8% |
| 3Y | +85.8% | +73.9% | +11.9% | +42.9% |
| All | +32.9% | +54.8% | -21.9% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling