-46.1%
VFC vs LSCC
+1,398.6%
-1,444.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.4% | -5.8% | 0.0% |
| 7D | +7.7% | +19.3% | -11.6% | +1.6% |
| 30D | +39.2% | -9.6% | +48.8% | +41.9% |
| 3M | +40.3% | -12.4% | +52.7% | +43.4% |
| 6M | +11.4% | -10.5% | +21.8% | +10.5% |
| YTD | +17.5% | +54.8% | -37.3% | -4.4% |
| 1Y | +45.9% | +79.4% | -33.5% | +12.9% |
| 3Y | +47.3% | +109.6% | -62.3% | +3.8% |
| 5Y | -67.2% | +40.4% | -107.6% | -75.6% |
| 10Y | -46.1% | +1,379.1% | -1,425.2% | -77.2% |
| All | -46.1% | +1,398.6% | -1,444.6% | -77.2% |
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 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