+98.0%
VCIT vs LSCC
+5,028.3%
-4,930.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | -0.3% | +1.3% | -1.7% | -0.4% |
| 30D | -0.8% | -9.7% | +8.9% | -0.7% |
| 3M | -1.0% | -23.7% | +22.7% | -0.8% |
| 6M | -1.8% | +26.5% | -28.3% | -2.1% |
| YTD | -0.7% | +57.5% | -58.2% | -1.1% |
| 1Y | +1.0% | +75.7% | -74.7% | +0.4% |
| 3Y | +18.8% | +19.5% | -0.6% | +18.2% |
| 5Y | +3.5% | +83.8% | -80.3% | +2.5% |
| 10Y | +29.2% | +1,772.4% | -1,743.2% | +29.9% |
| All | +98.0% | +5,028.3% | -4,930.4% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling