+1,678.9%
VRT vs LSCC
+1,207.1%
+471.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -8.6% | -5.4% | -10.3% |
| 7D | -28.1% | -4.8% | -23.3% | -26.5% |
| 30D | -30.2% | -27.1% | -3.1% | -20.0% |
| 3M | -36.4% | -23.6% | -12.8% | -28.6% |
| 6M | -48.2% | -19.8% | -28.3% | -43.3% |
| YTD | +9.2% | +33.2% | -24.1% | -2.1% |
| 1Y | -7.2% | +55.2% | -62.5% | -21.5% |
| 3Y | +338.7% | +70.1% | +268.6% | +243.6% |
| 5Y | +542.8% | +19.5% | +523.3% | +427.6% |
| All | +1,678.9% | +1,207.1% | +471.8% | +993.6% |
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