+7.4%
VNQ vs LSCC
+36.6%
-29.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.4% | -6.8% | +0.7% |
| 7D | +2.4% | +19.3% | -17.0% | +0.2% |
| 30D | +7.3% | -9.6% | +17.0% | +8.2% |
| 3M | -0.3% | -12.4% | +12.1% | +0.6% |
| 6M | +2.5% | -10.5% | +12.9% | +1.9% |
| YTD | +13.1% | +54.8% | -41.7% | +3.0% |
| 1Y | +11.9% | +79.4% | -67.5% | -0.4% |
| 3Y | +46.2% | +109.6% | -63.4% | +20.4% |
| 5Y | +7.4% | +40.4% | -33.0% | -10.7% |
| All | +7.4% | +36.6% | -29.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling