+392.5%
VNQ vs LSCC
+2,309.6%
-1,917.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.1% |
| 7D | -1.3% | +1.3% | -2.6% | -1.6% |
| 30D | -2.9% | -9.7% | +6.7% | -0.9% |
| 3M | +0.8% | -23.7% | +24.5% | +5.1% |
| 6M | +2.5% | +26.5% | -24.0% | -5.9% |
| YTD | +10.6% | +57.5% | -46.9% | -4.4% |
| 1Y | +9.1% | +75.7% | -66.6% | -9.0% |
| 3Y | +31.0% | +19.5% | +11.6% | +11.6% |
| 5Y | +4.9% | +83.8% | -78.9% | -24.8% |
| 10Y | +59.5% | +1,772.4% | -1,712.9% | -46.1% |
| All | +392.5% | +2,309.6% | -1,917.0% | -18.2% |
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