+1,147.2%
LSCC vs VT
+214.8%
+932.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.5% | -1.2% |
| 7D | -4.8% | -4.2% | -0.7% | +3.3% |
| 30D | -27.1% | -5.8% | -21.3% | -18.1% |
| 3M | -23.6% | -5.2% | -18.4% | -14.6% |
| 6M | -19.8% | +0.1% | -20.0% | -16.8% |
| YTD | +33.2% | +8.2% | +25.0% | +22.5% |
| 1Y | +55.2% | +10.1% | +45.1% | +39.0% |
| 3Y | +70.1% | +69.7% | +0.4% | -19.4% |
| 5Y | +19.5% | +53.4% | -33.9% | -29.5% |
| All | +1,147.2% | +214.8% | +932.4% | +279.9% |
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