+50.0%
VG vs LSCC
+68.2%
-18.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | +0.6% |
| 7D | -22.0% | +13.0% | -35.0% | -21.2% |
| 30D | -11.6% | -19.8% | +8.2% | -13.2% |
| 3M | -14.9% | -18.4% | +3.5% | -16.0% |
| 6M | -3.5% | -16.1% | +12.6% | -2.5% |
| YTD | +70.0% | +42.7% | +27.2% | +63.8% |
| 1Y | +50.0% | +68.0% | -18.0% | +29.9% |
| All | +50.0% | +68.2% | -18.2% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling