+96.3%
VCIT vs LSCC
+4,237.6%
-4,141.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.3% |
| 7D | +0.5% | -4.8% | +5.3% | +0.5% |
| 30D | +2.1% | -27.1% | +29.2% | +2.3% |
| 3M | -1.6% | -23.6% | +22.0% | -1.4% |
| 6M | -1.6% | -19.8% | +18.2% | -1.5% |
| YTD | -1.5% | +33.2% | -34.7% | -1.8% |
| 1Y | -0.4% | +55.2% | -55.6% | -0.8% |
| 3Y | +19.6% | +70.1% | -50.5% | +18.7% |
| 5Y | +3.3% | +19.5% | -16.3% | +2.4% |
| 10Y | +28.9% | +1,164.9% | -1,136.0% | +29.5% |
| All | +96.3% | +4,237.6% | -4,141.3% | +104.7% |
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