+121.2%
VSH vs LSCC
+1,333.6%
-1,212.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.8% | +2.6% |
| 7D | -1.6% | +5.0% | -6.6% | -3.3% |
| 30D | -21.3% | -11.7% | -9.6% | -15.9% |
| 3M | -18.9% | -13.3% | -5.6% | -12.5% |
| 6M | -21.4% | -12.5% | -8.9% | -13.7% |
| YTD | +86.8% | +51.2% | +35.7% | +61.2% |
| 1Y | +85.8% | +65.9% | +19.9% | +54.0% |
| 3Y | +30.1% | +95.3% | -65.2% | -4.8% |
| 5Y | +42.8% | +38.6% | +4.2% | +10.3% |
| 10Y | +121.2% | +1,352.3% | -1,231.1% | -22.7% |
| All | +121.2% | +1,333.6% | -1,212.4% | -22.7% |
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