+383.5%
V vs LSCC
+1,763.3%
-1,379.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | +2.0% | -9.7% | +11.6% | +3.6% |
| 3M | +17.4% | -23.7% | +41.1% | +21.3% |
| 6M | +17.5% | +26.5% | -9.0% | +9.0% |
| YTD | +7.6% | +57.5% | -49.9% | -5.2% |
| 1Y | +7.7% | +75.7% | -68.0% | -7.9% |
| 3Y | +54.7% | +19.5% | +35.2% | +35.6% |
| 5Y | +73.0% | +83.8% | -10.7% | +28.1% |
| All | +383.5% | +1,763.3% | -1,379.8% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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