+3,547.4%
VMC vs LSCC
+10,370.6%
-6,823.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +1.1% | +5.0% | -3.9% | +0.4% |
| 30D | +17.7% | -11.7% | +29.4% | +19.1% |
| 3M | +1.1% | -13.3% | +14.4% | +2.2% |
| 6M | +1.8% | -12.5% | +14.4% | +1.8% |
| YTD | +1.5% | +51.2% | -49.7% | -6.8% |
| 1Y | -1.1% | +65.9% | -67.0% | -10.5% |
| 3Y | +38.8% | +95.3% | -56.6% | +18.5% |
| 5Y | +49.6% | +38.6% | +10.9% | +30.2% |
| 10Y | +130.6% | +1,352.3% | -1,221.7% | +41.8% |
| All | +3,547.4% | +10,370.6% | -6,823.2% | +1,575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling