-51.4%
VG vs LSCC
+65.4%
-116.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.6% | +4.6% | -2.5% |
| 7D | -22.0% | -4.8% | -17.2% | -21.5% |
| 30D | -14.7% | -27.1% | +12.4% | -10.2% |
| 3M | -7.1% | -23.6% | +16.5% | -3.3% |
| 6M | -11.2% | -19.8% | +8.7% | -11.1% |
| YTD | +69.8% | +33.2% | +36.6% | +34.3% |
| 1Y | +49.9% | +55.2% | -5.4% | +9.7% |
| All | -51.4% | +65.4% | -116.8% | -65.3% |
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