+63.4%
VSH vs LSCC
+57.8%
+5.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.3% | -6.1% |
| 7D | -13.6% | +3.0% | -16.6% | -15.9% |
| 30D | -30.4% | -19.3% | -11.1% | -17.7% |
| 3M | -33.3% | -22.3% | -11.0% | -18.5% |
| 6M | -15.1% | -14.6% | -0.5% | -0.3% |
| YTD | +80.2% | +45.8% | +34.5% | +52.6% |
| 1Y | +63.4% | +69.6% | -6.3% | +20.3% |
| All | +63.4% | +57.8% | +5.5% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling