+1,486.2%
LSCC vs VTEB
+24.6%
+1,461.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.2% |
| 7D | +14.5% | +0.5% | +14.0% | +14.1% |
| 30D | -0.1% | +4.1% | -4.2% | -2.9% |
| 3M | -2.7% | -0.4% | -2.2% | -2.3% |
| 6M | -4.8% | -0.4% | -4.4% | -4.4% |
| YTD | +66.9% | +0.6% | +66.2% | +66.6% |
| 1Y | +85.8% | +0.8% | +85.1% | +85.4% |
| 3Y | +115.6% | +11.7% | +103.9% | +99.5% |
| 5Y | +48.8% | +3.8% | +45.1% | +41.7% |
| All | +1,486.2% | +24.6% | +1,461.6% | +1,670.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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