+28.2%
LSCC vs VYM
+66.8%
-38.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.4% |
| 7D | +5.2% | +0.1% | +5.1% | +4.8% |
| 30D | -9.6% | -1.3% | -8.4% | -6.9% |
| 3M | -17.8% | +4.1% | -21.8% | -25.3% |
| 6M | +37.4% | +9.8% | +27.6% | +11.4% |
| YTD | +59.7% | +15.3% | +44.4% | +16.3% |
| 1Y | +76.2% | +20.0% | +56.2% | +17.6% |
| 3Y | +28.2% | +66.2% | -38.1% | -50.7% |
| All | +28.2% | +66.8% | -38.7% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling