+116.6%
VSH vs LSCC
+1,398.6%
-1,282.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +8.4% | +5.0% | +9.4% |
| 7D | +3.5% | +19.3% | -15.8% | -4.3% |
| 30D | -22.4% | -9.6% | -12.8% | -18.0% |
| 3M | -25.2% | -12.4% | -12.8% | -19.6% |
| 6M | -22.5% | -10.5% | -12.1% | -15.8% |
| YTD | +84.2% | +54.8% | +29.4% | +57.2% |
| 1Y | +87.1% | +79.4% | +7.7% | +49.9% |
| 3Y | +31.7% | +109.6% | -77.9% | -6.5% |
| 5Y | +42.6% | +40.4% | +2.2% | +9.4% |
| 10Y | +116.6% | +1,379.1% | -1,262.5% | -24.9% |
| All | +116.6% | +1,398.6% | -1,282.0% | -24.9% |
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