+24.1%
LSCC vs VLTO
+54.1%
-30.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.4% |
| 7D | -4.8% | +12.0% | -16.8% | -9.1% |
| 30D | -27.1% | +20.8% | -47.9% | -33.0% |
| 3M | -23.6% | +20.1% | -43.7% | -29.8% |
| 6M | -19.8% | +32.6% | -52.4% | -31.9% |
| YTD | +33.2% | +17.3% | +15.9% | +23.2% |
| 1Y | +55.2% | +17.3% | +37.9% | +43.0% |
| 3Y | +70.1% | +66.9% | +3.2% | +32.9% |
| All | +24.1% | +54.1% | -30.0% | -1.5% |
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