-39.3%
VG vs LSCC
+95.6%
-134.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | +16.0% | -9.7% | +25.7% | +18.1% |
| 3M | +9.7% | -23.7% | +33.4% | +14.6% |
| 6M | +29.6% | +26.5% | +3.1% | +13.3% |
| YTD | +112.0% | +57.5% | +54.5% | +64.1% |
| 1Y | +12.8% | +75.7% | -62.9% | -16.9% |
| All | -39.3% | +95.6% | -134.9% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling