-47.2%
VFC vs LSCC
+1,244.7%
-1,291.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -2.1% |
| 7D | +11.2% | +13.0% | -1.8% | +6.8% |
| 30D | +41.5% | -19.8% | +61.3% | +49.8% |
| 3M | +38.9% | -18.4% | +57.3% | +45.3% |
| 6M | +6.1% | -16.1% | +22.3% | +7.4% |
| YTD | +14.5% | +42.7% | -28.2% | -4.4% |
| 1Y | +46.0% | +68.0% | -22.1% | +15.3% |
| 3Y | +36.4% | +85.8% | -49.5% | -0.3% |
| 5Y | -67.5% | +28.0% | -95.6% | -75.2% |
| All | -47.2% | +1,244.7% | -1,291.9% | -77.1% |
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