+35.8%
LSCC vs VLTO
+54.7%
-19.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +3.0% | +13.8% | -10.9% | -2.4% |
| 30D | -19.3% | +21.2% | -40.4% | -25.9% |
| 3M | -22.3% | +21.5% | -43.8% | -29.0% |
| 6M | -14.6% | +33.0% | -47.6% | -27.5% |
| YTD | +45.8% | +17.8% | +28.0% | +34.5% |
| 1Y | +69.6% | +18.1% | +51.5% | +55.6% |
| 3Y | +86.1% | +67.6% | +18.5% | +45.2% |
| All | +35.8% | +54.7% | -19.0% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling