+1,632.4%
LSCC vs VYM
+492.8%
+1,139.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.6% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -9.7% | -0.5% | -9.1% | -9.0% |
| 3M | -23.7% | +3.0% | -26.7% | -26.5% |
| 6M | +26.5% | +8.2% | +18.3% | +14.9% |
| YTD | +57.5% | +15.8% | +41.7% | +31.0% |
| 1Y | +75.7% | +20.8% | +54.8% | +38.5% |
| 3Y | +19.5% | +65.3% | -45.8% | -34.5% |
| 5Y | +83.8% | +76.6% | +7.2% | -3.6% |
| 10Y | +1,772.4% | +203.9% | +1,568.5% | +390.3% |
| All | +1,632.4% | +492.8% | +1,139.6% | +74.1% |
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