+1,255.6%
VFC vs LSCC
+9,784.2%
-8,528.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -1.0% |
| 7D | +11.2% | +13.0% | -1.8% | +9.0% |
| 30D | +41.5% | -19.8% | +61.3% | +45.7% |
| 3M | +38.9% | -18.4% | +57.3% | +42.3% |
| 6M | +6.1% | -16.1% | +22.3% | +7.2% |
| YTD | +14.5% | +42.7% | -28.2% | +5.7% |
| 1Y | +46.0% | +68.0% | -22.1% | +31.2% |
| 3Y | +36.4% | +85.8% | -49.5% | +19.3% |
| 5Y | -67.5% | +28.0% | -95.6% | -70.7% |
| 10Y | -45.8% | +1,255.1% | -1,300.9% | -64.8% |
| All | +1,255.6% | +9,784.2% | -8,528.6% | +429.2% |
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