+111.1%
VSH vs LSCC
+1,351.6%
-1,240.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.5% | +1.3% | -1.6% |
| 7D | +14.3% | +7.0% | +7.4% | +11.0% |
| 30D | -7.9% | -2.3% | -5.6% | -6.2% |
| 3M | -19.9% | -12.5% | -7.3% | -13.8% |
| 6M | -30.5% | -10.6% | -19.9% | -24.4% |
| YTD | +85.7% | +52.7% | +33.0% | +59.5% |
| 1Y | +98.9% | +74.0% | +25.0% | +61.7% |
| 3Y | +32.1% | +104.8% | -72.7% | -5.1% |
| 5Y | +39.7% | +36.2% | +3.4% | +8.6% |
| All | +111.1% | +1,351.6% | -1,240.4% | -26.8% |
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