+125.6%
LSCC vs VSXY
+99.7%
+25.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +10.5% |
| 7D | +14.5% | +0.8% | +13.6% | +14.4% |
| 30D | -0.1% | +24.0% | -24.1% | -5.0% |
| 3M | -2.7% | +16.7% | -19.3% | -6.9% |
| 6M | -4.8% | +138.6% | -143.4% | -26.0% |
| YTD | +66.9% | +102.8% | -36.0% | +33.5% |
| 1Y | +85.8% | +214.2% | -128.3% | +31.6% |
| 3Y | +115.6% | +461.4% | -345.8% | +18.0% |
| 5Y | +48.8% | +118.3% | -69.5% | +5.3% |
| All | +125.6% | +99.7% | +25.9% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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