-67.8%
VFC vs LSCC
+50.4%
-118.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.8% | -4.1% |
| 7D | -1.4% | +14.5% | -15.9% | -6.5% |
| 30D | +30.7% | -0.1% | +30.8% | +28.7% |
| 3M | +40.6% | -2.7% | +43.3% | +38.6% |
| 6M | +16.5% | -4.8% | +21.3% | +12.4% |
| YTD | +16.2% | +66.9% | -50.7% | -12.7% |
| 1Y | +42.4% | +85.8% | -43.4% | +2.3% |
| 3Y | +48.1% | +115.6% | -67.5% | -6.8% |
| 5Y | -67.8% | +48.8% | -116.6% | -79.5% |
| All | -67.8% | +50.4% | -118.2% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling