+140.3%
VMC vs LSCC
+1,398.6%
-1,258.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.4% | -5.9% | +1.0% |
| 7D | +0.3% | +19.3% | -19.0% | -3.1% |
| 30D | +18.6% | -9.6% | +28.2% | +20.0% |
| 3M | +2.0% | -12.4% | +14.5% | +3.4% |
| 6M | +2.6% | -10.5% | +13.1% | +1.9% |
| YTD | +2.3% | +54.8% | -52.5% | -10.3% |
| 1Y | +1.7% | +79.4% | -77.7% | -13.6% |
| 3Y | +41.7% | +109.6% | -67.9% | +9.6% |
| 5Y | +46.6% | +40.4% | +6.3% | +16.7% |
| 10Y | +140.3% | +1,379.1% | -1,238.8% | +12.3% |
| All | +140.3% | +1,398.6% | -1,258.3% | +12.3% |
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