+160.3%
VEA vs LSCC
+1,791.9%
-1,631.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +1.9% | +5.2% | -3.3% | +0.9% |
| 30D | +0.8% | -9.6% | +10.4% | +2.5% |
| 3M | +5.7% | -17.8% | +23.5% | +8.6% |
| 6M | +13.3% | +37.4% | -24.1% | +5.6% |
| YTD | +18.4% | +59.7% | -41.3% | +6.8% |
| 1Y | +27.0% | +76.2% | -49.3% | +11.9% |
| 3Y | +79.3% | +28.2% | +51.1% | +59.3% |
| 5Y | +62.1% | +87.2% | -25.1% | +27.9% |
| 10Y | +160.3% | +1,795.0% | -1,634.7% | +40.4% |
| All | +160.3% | +1,791.9% | -1,631.7% | +40.4% |
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