+617.9%
VRSK vs LSCC
+5,074.1%
-4,456.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.7% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | -1.6% | -9.7% | +8.1% | -0.7% |
| 3M | +3.5% | -23.7% | +27.2% | +5.3% |
| 6M | -13.4% | +26.5% | -39.9% | -17.3% |
| YTD | -16.5% | +57.5% | -74.0% | -22.6% |
| 1Y | -30.6% | +75.7% | -106.3% | -36.9% |
| 3Y | -21.9% | +19.5% | -41.3% | -28.2% |
| 5Y | -6.3% | +83.8% | -90.1% | -21.6% |
| 10Y | +133.1% | +1,772.4% | -1,639.3% | +40.6% |
| All | +617.9% | +5,074.1% | -4,456.2% | +244.7% |
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 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