+102.6%
V vs LSCC
+18.7%
+83.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.4% | -2.3% |
| 7D | +2.9% | -4.8% | +7.8% | +3.3% |
| 30D | +14.0% | -27.1% | +41.1% | +17.7% |
| 3M | +14.9% | -23.6% | +38.5% | +17.6% |
| 6M | +31.7% | -19.8% | +51.6% | +32.1% |
| YTD | +21.2% | +33.2% | -12.0% | +11.5% |
| 1Y | +25.3% | +55.2% | -30.0% | +12.3% |
| 3Y | +77.5% | +70.1% | +7.4% | +47.3% |
| 5Y | +102.6% | +19.5% | +83.0% | +67.2% |
| All | +102.6% | +18.7% | +83.9% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling