+124.0%
VRSK vs LSCC
+1,943.7%
-1,819.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.3% |
| 7D | -5.2% | +3.3% | -8.5% | -5.5% |
| 30D | -2.3% | -7.4% | +5.0% | -1.8% |
| 3M | -2.9% | -16.2% | +13.2% | -2.1% |
| 6M | -12.8% | +31.9% | -44.7% | -17.2% |
| YTD | -20.8% | +62.8% | -83.6% | -27.2% |
| 1Y | -33.2% | +81.4% | -114.6% | -39.8% |
| 3Y | -26.6% | +33.1% | -59.7% | -33.4% |
| 5Y | -11.3% | +90.8% | -102.1% | -28.1% |
| All | +124.0% | +1,943.7% | -1,819.7% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling