+113.0%
LSCC vs VSXY
+37.4%
+75.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.4% |
| 7D | +1.3% | -14.0% | +15.3% | +4.7% |
| 30D | -9.7% | -15.9% | +6.2% | -6.4% |
| 3M | -23.7% | +3.4% | -27.1% | -25.2% |
| 6M | +26.5% | +25.9% | +0.6% | +14.9% |
| YTD | +57.5% | +39.5% | +18.0% | +38.1% |
| 1Y | +75.7% | +194.4% | -118.7% | +25.3% |
| 3Y | +19.5% | +281.4% | -262.0% | -28.8% |
| 5Y | +83.8% | +12.8% | +71.0% | +42.3% |
| All | +113.0% | +37.4% | +75.6% | +62.2% |
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