+1,751.4%
LSCC vs VT
+224.5%
+1,527.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | +0.4% | +0.9% | +0.5% |
| 30D | -9.7% | +1.0% | -10.6% | -11.1% |
| 3M | -23.7% | +2.4% | -26.1% | -25.3% |
| 6M | +26.5% | +12.0% | +14.5% | +7.4% |
| YTD | +57.5% | +15.3% | +42.2% | +27.7% |
| 1Y | +75.7% | +22.6% | +53.1% | +29.5% |
| 3Y | +19.5% | +74.7% | -55.2% | -47.1% |
| 5Y | +83.8% | +66.1% | +17.6% | -6.0% |
| All | +1,751.4% | +224.5% | +1,527.0% | +405.6% |
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