+56.2%
VFC vs LSCC
+99.6%
-43.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.5% | +8.7% | +5.1% |
| 7D | +1.6% | +7.0% | -5.4% | -1.2% |
| 30D | +25.5% | -2.3% | +27.8% | +24.5% |
| 3M | +41.3% | -12.5% | +53.8% | +44.6% |
| 6M | +22.2% | -10.6% | +32.8% | +19.9% |
| YTD | +16.4% | +52.7% | -36.3% | -12.3% |
| 1Y | +38.4% | +74.0% | -35.6% | -1.9% |
| 3Y | +56.2% | +104.8% | -48.6% | -23.4% |
| All | +56.2% | +99.6% | -43.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling