+153.4%
VMC vs LSCC
+1,763.3%
-1,609.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.6% |
| 7D | -4.3% | +1.3% | -5.6% | -4.6% |
| 30D | -8.2% | -9.7% | +1.4% | -6.6% |
| 3M | -7.0% | -23.7% | +16.7% | -3.6% |
| 6M | -10.8% | +26.5% | -37.2% | -16.8% |
| YTD | -7.4% | +57.5% | -64.9% | -18.0% |
| 1Y | -9.5% | +75.7% | -85.2% | -22.2% |
| 3Y | +20.5% | +19.5% | +1.0% | +6.4% |
| 5Y | +51.6% | +83.8% | -32.2% | +15.7% |
| All | +153.4% | +1,763.3% | -1,609.9% | +16.4% |
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