+705.2%
VRSK vs LSCC
+4,915.6%
-4,210.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.2% |
| 7D | +1.6% | +7.0% | -5.4% | +0.9% |
| 30D | +15.1% | -2.3% | +17.4% | +14.7% |
| 3M | +12.1% | -12.5% | +24.6% | +12.4% |
| 6M | +29.4% | -10.6% | +40.0% | +28.0% |
| YTD | -6.4% | +52.7% | -59.0% | -13.8% |
| 1Y | -3.6% | +74.0% | -77.5% | -12.7% |
| 3Y | -10.9% | +104.8% | -115.7% | -24.6% |
| 5Y | -0.5% | +36.2% | -36.7% | -14.1% |
| 10Y | +163.7% | +1,355.3% | -1,191.7% | +62.2% |
| All | +705.2% | +4,915.6% | -4,210.4% | +284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling