+109.3%
LSCC vs VSXY
+106.4%
+2.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.1% | +3.4% | +7.2% |
| 7D | +19.3% | +15.2% | +4.1% | +15.4% |
| 30D | -9.6% | +37.0% | -46.6% | -16.3% |
| 3M | -12.4% | +15.2% | -27.6% | -16.0% |
| 6M | -10.5% | +136.3% | -146.8% | -30.2% |
| YTD | +54.8% | +109.6% | -54.8% | +22.8% |
| 1Y | +79.4% | +223.7% | -144.3% | +26.2% |
| 3Y | +109.6% | +516.3% | -406.7% | +11.9% |
| 5Y | +40.4% | +125.1% | -84.8% | -1.4% |
| All | +109.3% | +106.4% | +2.9% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling