+812.9%
VGT vs LSCC
+1,833.8%
-1,020.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +1.5% | +1.4% | +0.1% | +1.0% |
| 30D | +0.5% | -10.0% | +10.6% | +3.8% |
| 3M | +5.3% | -16.1% | +21.3% | +10.2% |
| 6M | +32.4% | +27.4% | +5.1% | +20.1% |
| YTD | +28.6% | +56.9% | -28.3% | +7.9% |
| 1Y | +37.6% | +74.6% | -36.9% | +10.8% |
| 3Y | +125.5% | +26.0% | +99.5% | +86.8% |
| 5Y | +135.2% | +86.1% | +49.1% | +62.7% |
| 10Y | +812.9% | +1,830.6% | -1,017.7% | +246.9% |
| All | +812.9% | +1,833.8% | -1,020.9% | +246.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling