+716.4%
VGT vs LSCC
+1,398.6%
-682.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.4% | -5.2% | +0.5% |
| 7D | -1.6% | +19.3% | -21.0% | -7.3% |
| 30D | -12.5% | -9.6% | -2.9% | -10.2% |
| 3M | -7.7% | -12.4% | +4.7% | -4.9% |
| 6M | -0.2% | -10.5% | +10.3% | +0.9% |
| YTD | +19.3% | +54.8% | -35.5% | -1.0% |
| 1Y | +18.2% | +79.4% | -61.2% | -6.8% |
| 3Y | +109.6% | +109.6% | +0.1% | +45.3% |
| 5Y | +105.5% | +40.4% | +65.1% | +51.9% |
| 10Y | +716.4% | +1,379.1% | -662.7% | +197.5% |
| All | +716.4% | +1,398.6% | -682.2% | +197.5% |
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