+104.8%
LSCC vs VO
+66.5%
+38.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +7.0% | +3.1% | +3.9% | 0.0% |
| 30D | -2.3% | +2.2% | -4.5% | -6.6% |
| 3M | -12.5% | -2.5% | -10.0% | -6.1% |
| 6M | -10.6% | +7.0% | -17.5% | -21.4% |
| YTD | +52.7% | +14.0% | +38.7% | +18.3% |
| 1Y | +74.0% | +15.6% | +58.3% | +30.9% |
| 3Y | +104.8% | +66.2% | +38.6% | -27.2% |
| All | +104.8% | +66.5% | +38.2% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling