+95.3%
LSCC vs VYM
+73.7%
+21.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -3.4% |
| 7D | +5.0% | +0.1% | +4.9% | +5.1% |
| 30D | -11.7% | +3.0% | -14.7% | -18.0% |
| 3M | -13.3% | -1.0% | -12.3% | -11.0% |
| 6M | -12.5% | +6.4% | -18.9% | -24.5% |
| YTD | +51.2% | +15.9% | +35.3% | +7.7% |
| 1Y | +65.9% | +18.7% | +47.2% | +11.7% |
| 3Y | +95.3% | +72.8% | +22.6% | -45.9% |
| All | +95.3% | +73.7% | +21.7% | -45.9% |
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