-30.6%
VRSK vs LSCC
+72.9%
-103.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.2% |
| 7D | -3.1% | +1.3% | -4.4% | -2.9% |
| 30D | -1.6% | -9.7% | +8.1% | -3.0% |
| 3M | +3.5% | -23.7% | +27.2% | +1.1% |
| 6M | -13.4% | +26.5% | -39.9% | -11.4% |
| YTD | -16.5% | +57.5% | -74.0% | -12.3% |
| 1Y | -30.6% | +75.7% | -106.3% | -26.8% |
| All | -30.6% | +72.9% | -103.5% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling