+115.9%
LSCC vs VSXY
+42.7%
+73.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +0.5% |
| 7D | +5.2% | -6.8% | +12.0% | +6.7% |
| 30D | -9.6% | -20.4% | +10.7% | -5.1% |
| 3M | -17.8% | +2.9% | -20.7% | -19.2% |
| 6M | +37.4% | +67.9% | -30.5% | +16.5% |
| YTD | +59.7% | +44.9% | +14.8% | +38.8% |
| 1Y | +76.2% | +205.9% | -129.7% | +24.5% |
| 3Y | +28.2% | +373.9% | -345.7% | -28.2% |
| 5Y | +87.2% | +23.5% | +63.7% | +43.8% |
| All | +115.9% | +42.7% | +73.2% | +62.9% |
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