+131.4%
VMC vs LSCC
+1,498.6%
-1,367.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.4% | -2.9% |
| 7D | -4.3% | +14.5% | -18.8% | -6.8% |
| 30D | +16.2% | -0.1% | +16.3% | +15.3% |
| 3M | -0.8% | -2.7% | +1.8% | -1.5% |
| 6M | +1.2% | -4.8% | +6.0% | -0.7% |
| YTD | +0.5% | +66.9% | -66.4% | -13.1% |
| 1Y | -2.9% | +85.8% | -88.7% | -18.0% |
| 3Y | +37.3% | +115.6% | -78.2% | +5.7% |
| 5Y | +48.8% | +48.8% | 0.0% | +17.1% |
| 10Y | +131.4% | +1,490.3% | -1,358.9% | +6.1% |
| All | +131.4% | +1,498.6% | -1,367.2% | +6.1% |
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