+398.7%
VIAV vs LSCC
+1,791.9%
-1,393.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.4% | +9.8% | +10.7% |
| 7D | +11.3% | +5.2% | +6.1% | +9.5% |
| 30D | -1.0% | -9.6% | +8.6% | +2.8% |
| 3M | -20.5% | -17.8% | -2.7% | -14.5% |
| 6M | +39.0% | +37.4% | +1.6% | +28.4% |
| YTD | +117.5% | +59.7% | +57.8% | +92.0% |
| 1Y | +233.8% | +76.2% | +157.5% | +185.0% |
| 3Y | +295.4% | +28.2% | +267.2% | +245.0% |
| 5Y | +134.3% | +87.2% | +47.1% | +71.7% |
| 10Y | +398.7% | +1,795.0% | -1,396.3% | +97.1% |
| All | +398.7% | +1,791.9% | -1,393.2% | +97.1% |
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