+1,830.6%
LSCC vs VYM
+202.0%
+1,628.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.0% |
| 7D | +1.4% | -1.0% | +2.4% | +2.8% |
| 30D | -10.0% | -2.0% | -8.0% | -7.3% |
| 3M | -16.1% | +3.1% | -19.1% | -19.5% |
| 6M | +27.4% | +8.9% | +18.5% | +13.9% |
| YTD | +56.9% | +14.7% | +42.2% | +30.9% |
| 1Y | +74.6% | +19.4% | +55.2% | +38.2% |
| 3Y | +26.0% | +65.4% | -39.4% | -32.0% |
| 5Y | +86.1% | +77.6% | +8.6% | -3.7% |
| 10Y | +1,830.6% | +207.8% | +1,622.8% | +584.2% |
| All | +1,830.6% | +202.0% | +1,628.6% | +584.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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