-12.5%
VG vs LSCC
-12.1%
-0.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.3% | -8.9% | -7.6% |
| 7D | -16.4% | +3.0% | -19.3% | -16.0% |
| 30D | -10.8% | -19.3% | +8.5% | -12.3% |
| 3M | -6.3% | -22.3% | +16.0% | -8.2% |
| 6M | -12.5% | -14.6% | +2.1% | -4.3% |
| All | -12.5% | -12.1% | -0.4% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling