+93.0%
LSCC vs VSXY
+96.5%
-3.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.7% |
| 7D | +13.0% | +11.8% | +1.1% | +10.0% |
| 30D | -19.8% | +25.9% | -45.8% | -24.3% |
| 3M | -18.4% | +15.5% | -33.9% | -21.8% |
| 6M | -16.1% | +109.7% | -125.8% | -32.6% |
| YTD | +42.7% | +99.5% | -56.7% | +14.6% |
| 1Y | +68.0% | +197.5% | -129.5% | +20.6% |
| 3Y | +85.8% | +453.3% | -367.4% | +2.0% |
| 5Y | +28.0% | +110.3% | -82.2% | -9.0% |
| All | +93.0% | +96.5% | -3.5% | +34.5% |
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