+123.8%
LSCC vs VTEB
+11.8%
+112.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.3% |
| 7D | +14.5% | +0.5% | +14.0% | +14.3% |
| 30D | -0.1% | +4.1% | -4.2% | -2.2% |
| 3M | -2.7% | -0.4% | -2.2% | -1.2% |
| 6M | -4.8% | -0.4% | -4.4% | -3.3% |
| YTD | +66.9% | +0.6% | +66.2% | +69.0% |
| 1Y | +85.8% | +0.8% | +85.1% | +88.2% |
| All | +123.8% | +11.8% | +112.0% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling