+1,579.4%
LSCC vs VYM
+498.6%
+1,080.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.3% |
| 7D | +7.0% | +3.7% | +3.3% | +2.0% |
| 30D | -2.3% | +3.7% | -6.0% | -6.9% |
| 3M | -12.5% | -0.7% | -11.8% | -11.4% |
| 6M | -10.6% | +7.2% | -17.8% | -18.1% |
| YTD | +52.7% | +16.9% | +35.7% | +25.8% |
| 1Y | +74.0% | +19.6% | +54.4% | +39.3% |
| 3Y | +104.8% | +74.6% | +30.2% | +4.9% |
| 5Y | +36.2% | +72.3% | -36.1% | -26.1% |
| 10Y | +1,355.3% | +206.5% | +1,148.8% | +278.8% |
| All | +1,579.4% | +498.6% | +1,080.8% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling