+36.4%
VFC vs LSCC
+81.4%
-45.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -2.4% |
| 7D | +11.2% | +13.0% | -1.8% | +6.2% |
| 30D | +41.5% | -19.8% | +61.3% | +51.2% |
| 3M | +38.9% | -18.4% | +57.3% | +46.3% |
| 6M | +6.1% | -16.1% | +22.3% | +6.8% |
| YTD | +14.5% | +42.7% | -28.2% | -11.2% |
| 1Y | +46.0% | +68.0% | -22.1% | +4.7% |
| 3Y | +36.4% | +85.8% | -49.5% | -27.7% |
| All | +36.4% | +81.4% | -45.0% | -27.7% |
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