+2,988.0%
LSCC vs VT
+356.1%
+2,632.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +10.9% | +10.9% |
| 7D | +2.3% | -1.6% | +3.9% | +5.0% |
| 30D | -21.0% | -2.5% | -18.5% | -17.6% |
| 3M | -16.7% | -1.3% | -15.4% | -14.1% |
| 6M | -12.4% | +3.1% | -15.5% | -13.6% |
| YTD | +44.0% | +10.9% | +33.0% | +30.1% |
| 1Y | +45.5% | +12.1% | +33.4% | +30.3% |
| 3Y | +83.8% | +73.9% | +9.9% | -3.1% |
| 5Y | +36.3% | +58.0% | -21.7% | -12.3% |
| 10Y | +1,302.9% | +225.5% | +1,077.5% | +292.8% |
| All | +2,988.0% | +356.1% | +2,632.0% | +395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling