+125.7%
VMC vs LSCC
+1,351.6%
-1,225.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.4% |
| 7D | -1.3% | +7.0% | -8.2% | -2.7% |
| 30D | +15.5% | -2.3% | +17.8% | +15.0% |
| 3M | +0.6% | -12.5% | +13.1% | +1.8% |
| 6M | +2.1% | -10.6% | +12.7% | +1.2% |
| YTD | -1.6% | +52.7% | -54.3% | -13.6% |
| 1Y | -1.2% | +74.0% | -75.1% | -15.6% |
| 3Y | +35.3% | +104.8% | -69.5% | +5.0% |
| 5Y | +43.6% | +36.2% | +7.4% | +14.8% |
| All | +125.7% | +1,351.6% | -1,225.8% | +5.2% |
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