+100.5%
VSH vs LSCC
+1,244.7%
-1,144.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +2.3% |
| 7D | -12.9% | +13.0% | -25.9% | -17.6% |
| 30D | -36.9% | -19.8% | -17.0% | -29.5% |
| 3M | -28.8% | -18.4% | -10.4% | -21.0% |
| 6M | -30.3% | -16.1% | -14.2% | -22.0% |
| YTD | +62.4% | +42.7% | +19.6% | +43.7% |
| 1Y | +62.5% | +68.0% | -5.5% | +34.2% |
| 3Y | +7.4% | +85.8% | -78.5% | -19.6% |
| 5Y | +25.4% | +28.0% | -2.6% | +0.2% |
| All | +100.5% | +1,244.7% | -1,144.2% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling