+1,253.6%
VFC vs LSCC
+9,126.4%
-7,872.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.6% | +5.7% | -1.6% |
| 7D | +10.9% | -4.8% | +15.7% | +11.6% |
| 30D | +40.6% | -27.1% | +67.7% | +47.0% |
| 3M | +34.4% | -23.6% | +58.0% | +39.2% |
| 6M | +12.3% | -19.8% | +32.1% | +14.3% |
| YTD | +14.4% | +33.2% | -18.9% | +6.7% |
| 1Y | +40.6% | +55.2% | -14.6% | +28.1% |
| 3Y | +40.1% | +70.1% | -30.0% | +24.3% |
| 5Y | -67.6% | +19.5% | -87.1% | -70.4% |
| 10Y | -45.9% | +1,164.9% | -1,210.8% | -64.4% |
| All | +1,253.6% | +9,126.4% | -7,872.7% | +434.4% |
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