+1,283.9%
LSCC vs VT
+231.8%
+1,052.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | -1.8% |
| 7D | +3.0% | -0.3% | +3.3% | +3.7% |
| 30D | -19.3% | -1.4% | -17.8% | -16.6% |
| 3M | -22.3% | -1.4% | -20.9% | -19.4% |
| 6M | -14.6% | +5.5% | -20.1% | -19.5% |
| YTD | +45.8% | +12.8% | +32.9% | +24.0% |
| 1Y | +69.6% | +15.4% | +54.2% | +39.2% |
| 3Y | +86.1% | +76.9% | +9.2% | -18.4% |
| 5Y | +30.7% | +60.4% | -29.7% | -29.0% |
| 10Y | +1,283.9% | +232.8% | +1,051.1% | +276.0% |
| All | +1,283.9% | +231.8% | +1,052.1% | +276.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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