+361.8%
VRT vs LSCC
+81.4%
+280.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.7% | -0.7% |
| 7D | -21.4% | +13.0% | -34.3% | -26.7% |
| 30D | -25.8% | -19.8% | -6.0% | -16.1% |
| 3M | -33.5% | -18.4% | -15.1% | -25.6% |
| 6M | -49.0% | -16.1% | -32.9% | -44.7% |
| YTD | +12.9% | +42.7% | -29.8% | -7.7% |
| 1Y | 0.0% | +68.0% | -68.0% | -24.6% |
| 3Y | +361.8% | +85.8% | +276.0% | +210.7% |
| All | +361.8% | +81.4% | +280.4% | +210.7% |
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 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