+300.1%
VIAV vs LSCC
+1,333.6%
-1,033.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.2% |
| 7D | +3.2% | +5.0% | -1.8% | +1.8% |
| 30D | -31.8% | -11.7% | -20.0% | -28.0% |
| 3M | -16.6% | -13.3% | -3.3% | -10.8% |
| 6M | -39.4% | -12.5% | -26.9% | -35.0% |
| YTD | +74.0% | +51.2% | +22.8% | +58.5% |
| 1Y | +70.8% | +65.9% | +4.9% | +51.3% |
| 3Y | +295.5% | +95.3% | +200.2% | +210.7% |
| 5Y | +103.3% | +38.6% | +64.7% | +65.0% |
| 10Y | +300.1% | +1,352.3% | -1,052.2% | +66.5% |
| All | +300.1% | +1,333.6% | -1,033.5% | +66.5% |
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