-26.7%
VRSK vs LSCC
+27.3%
-53.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.5% |
| 7D | -9.7% | +5.2% | -14.9% | -9.4% |
| 30D | -8.5% | -9.6% | +1.1% | -9.0% |
| 3M | -1.7% | -17.8% | +16.1% | -2.1% |
| 6M | -17.9% | +37.4% | -55.3% | -17.5% |
| YTD | -21.1% | +59.7% | -80.8% | -20.6% |
| 1Y | -35.1% | +76.2% | -111.4% | -34.7% |
| 3Y | -26.7% | +28.2% | -54.9% | -26.8% |
| All | -26.7% | +27.3% | -53.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling