-1.3%
VRSK vs LSCC
+33.9%
-35.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +0.7% |
| 7D | +1.6% | +7.0% | -5.4% | +1.5% |
| 30D | +15.1% | -2.3% | +17.4% | +15.2% |
| 3M | +12.1% | -12.5% | +24.6% | +12.4% |
| 6M | +29.4% | -10.6% | +40.0% | +28.8% |
| YTD | -6.4% | +52.7% | -59.0% | -10.8% |
| 1Y | -3.6% | +74.0% | -77.5% | -9.1% |
| 3Y | -10.9% | +104.8% | -115.7% | -21.2% |
| All | -1.3% | +33.9% | -35.2% | -12.0% |
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 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