+82.0%
LSCC vs VT
+66.2%
+15.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | +0.4% | +0.9% | +0.3% |
| 30D | -9.7% | +1.0% | -10.6% | -11.6% |
| 3M | -23.7% | +2.4% | -26.1% | -26.0% |
| 6M | +26.5% | +12.0% | +14.5% | +1.6% |
| YTD | +57.5% | +15.3% | +42.2% | +19.0% |
| 1Y | +75.7% | +22.6% | +53.1% | +16.9% |
| 3Y | +19.5% | +74.7% | -55.2% | -60.0% |
| All | +82.0% | +66.2% | +15.8% | -21.5% |
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