+789.7%
VFC vs LSCC
+10,808.2%
-10,018.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.0% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | -11.6% | -9.7% | -2.0% | -10.3% |
| 3M | -18.1% | -23.7% | +5.6% | -15.2% |
| 6M | -27.4% | +26.5% | -53.8% | -30.9% |
| YTD | -24.8% | +57.5% | -82.3% | -31.2% |
| 1Y | -8.2% | +75.7% | -83.9% | -17.7% |
| 3Y | -29.1% | +19.5% | -48.6% | -33.7% |
| 5Y | -79.2% | +83.8% | -162.9% | -82.0% |
| 10Y | -68.1% | +1,772.4% | -1,840.5% | -80.0% |
| All | +789.7% | +10,808.2% | -10,018.5% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling