+3,482.5%
VMC vs LSCC
+9,784.2%
-6,301.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.9% |
| 7D | +0.5% | +13.0% | -12.4% | -1.3% |
| 30D | +15.8% | -19.8% | +35.6% | +18.7% |
| 3M | +0.6% | -18.4% | +19.0% | +2.6% |
| 6M | -4.0% | -16.1% | +12.1% | -3.6% |
| YTD | -0.3% | +42.7% | -43.0% | -7.7% |
| 1Y | -0.5% | +68.0% | -68.5% | -10.0% |
| 3Y | +39.6% | +85.8% | -46.3% | +20.0% |
| 5Y | +50.1% | +28.0% | +22.0% | +32.1% |
| 10Y | +163.9% | +1,255.1% | -1,091.2% | +63.8% |
| All | +3,482.5% | +9,784.2% | -6,301.7% | +1,558.7% |
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