+19.5%
LSCC vs VT
+53.2%
-33.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.5% | +1.0% |
| 7D | -4.8% | -4.2% | -0.7% | +5.6% |
| 30D | -27.1% | -5.8% | -21.3% | -15.4% |
| 3M | -23.6% | -5.2% | -18.4% | -12.1% |
| 6M | -19.8% | +0.1% | -20.0% | -16.4% |
| YTD | +33.2% | +8.2% | +25.0% | +18.3% |
| 1Y | +55.2% | +10.1% | +45.1% | +33.0% |
| 3Y | +70.1% | +69.7% | +0.4% | -37.7% |
| 5Y | +19.5% | +53.4% | -33.9% | -37.0% |
| All | +19.5% | +53.2% | -33.7% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling