+74.0%
LSCC vs VLTO
+21.9%
+52.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.3% |
| 7D | +7.0% | +1.0% | +6.0% | +7.3% |
| 30D | -2.3% | +17.5% | -19.8% | +3.1% |
| 3M | -12.5% | +21.4% | -33.9% | -6.9% |
| 6M | -10.6% | +38.1% | -48.7% | -7.1% |
| YTD | +52.7% | +19.0% | +33.7% | +67.5% |
| 1Y | +74.0% | +20.7% | +53.3% | +90.8% |
| All | +74.0% | +21.9% | +52.1% | +90.8% |
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