+1,236.1%
LSCC vs VSAT
-9.2%
+1,245.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.7% | -0.6% | +5.1% |
| 7D | +13.0% | -17.0% | +29.9% | +18.4% |
| 30D | -19.8% | -9.8% | -10.1% | -17.9% |
| 3M | -18.4% | -22.0% | +3.6% | -13.5% |
| 6M | -16.1% | -5.0% | -11.1% | -16.4% |
| YTD | +42.7% | +85.6% | -42.8% | +18.5% |
| 1Y | +68.0% | +80.2% | -12.2% | +39.8% |
| 3Y | +85.8% | +250.0% | -164.2% | +10.5% |
| 5Y | +28.0% | -4.6% | +32.6% | +2.4% |
| All | +1,236.1% | -9.2% | +1,245.4% | +887.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 10y: compounded portfolio wealth divided by compounded VSAT 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…
10y analysis · Full analysis span regression · 6 months rolling