+2,267.4%
VGT vs LSCC
+1,009.1%
+1,258.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | +1.0% | +1.3% | -0.3% | +0.6% |
| 30D | +1.3% | -9.7% | +11.0% | +4.0% |
| 3M | -1.1% | -23.7% | +22.6% | +5.5% |
| 6M | +32.6% | +26.5% | +6.1% | +22.3% |
| YTD | +29.0% | +57.5% | -28.5% | +11.2% |
| 1Y | +39.7% | +75.7% | -36.0% | +16.2% |
| 3Y | +120.9% | +19.5% | +101.5% | +91.4% |
| 5Y | +133.6% | +83.8% | +49.8% | +74.5% |
| 10Y | +792.6% | +1,772.4% | -979.8% | +253.2% |
| All | +2,267.4% | +1,009.1% | +1,258.3% | +650.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling