-10.1%
VRSK vs LSCC
+82.7%
-92.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.5% |
| 7D | -5.4% | +1.4% | -6.8% | -5.5% |
| 30D | -1.8% | -10.0% | +8.3% | -1.5% |
| 3M | -2.2% | -16.1% | +13.8% | -1.9% |
| 6M | -14.9% | +27.4% | -42.3% | -17.4% |
| YTD | -20.0% | +56.9% | -76.9% | -23.9% |
| 1Y | -33.1% | +74.6% | -107.7% | -37.2% |
| 3Y | -25.6% | +26.0% | -51.6% | -28.4% |
| 5Y | -10.1% | +86.1% | -96.2% | -25.7% |
| All | -10.1% | +82.7% | -92.9% | -25.7% |
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