+21.2%
LSCC vs VO
+56.6%
-35.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.5% |
| 7D | +1.3% | -0.3% | +1.6% | +1.9% |
| 30D | -9.7% | -0.3% | -9.3% | -8.9% |
| 3M | -23.7% | +2.9% | -26.7% | -27.5% |
| 6M | +26.5% | +9.3% | +17.1% | +6.7% |
| YTD | +57.5% | +14.2% | +43.3% | +21.6% |
| 1Y | +75.7% | +15.3% | +60.4% | +33.8% |
| All | +21.2% | +56.6% | -35.5% | -43.7% |
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