+379.7%
VRT vs LSCC
+99.6%
+280.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -0.4% |
| 7D | +10.5% | +7.0% | +3.5% | +6.2% |
| 30D | -9.3% | -2.3% | -7.0% | -8.5% |
| 3M | -29.6% | -12.5% | -17.1% | -24.4% |
| 6M | -45.4% | -10.6% | -34.8% | -42.8% |
| YTD | +24.8% | +52.7% | -27.9% | -2.1% |
| 1Y | +23.6% | +74.0% | -50.4% | -9.1% |
| 3Y | +379.7% | +104.8% | +274.9% | +202.3% |
| All | +379.7% | +99.6% | +280.0% | +202.3% |
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