-47.5%
VFC vs LSCC
+1,333.6%
-1,381.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | +3.5% | +5.0% | -1.5% | +1.7% |
| 30D | +38.3% | -11.7% | +50.0% | +42.0% |
| 3M | +40.2% | -13.3% | +53.5% | +43.8% |
| 6M | +10.6% | -12.5% | +23.2% | +10.6% |
| YTD | +16.7% | +51.2% | -34.5% | -4.4% |
| 1Y | +45.0% | +65.9% | -20.9% | +15.1% |
| 3Y | +48.8% | +95.3% | -46.6% | +7.1% |
| 5Y | -67.6% | +38.6% | -106.2% | -75.8% |
| 10Y | -47.5% | +1,352.3% | -1,399.9% | -77.6% |
| All | -47.5% | +1,333.6% | -1,381.2% | -77.6% |
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