+171.7%
VSH vs LSCC
+1,763.3%
-1,591.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.5% |
| 7D | +4.1% | +1.3% | +2.7% | +3.5% |
| 30D | -4.2% | -9.7% | +5.5% | +0.5% |
| 3M | -50.0% | -23.7% | -26.3% | -42.6% |
| 6M | +80.2% | +26.5% | +53.7% | +67.2% |
| YTD | +121.1% | +57.5% | +63.6% | +86.1% |
| 1Y | +112.0% | +75.7% | +36.3% | +70.0% |
| 3Y | +22.5% | +19.5% | +3.1% | +6.4% |
| 5Y | +64.0% | +83.8% | -19.7% | +12.9% |
| All | +171.7% | +1,763.3% | -1,591.6% | -9.9% |
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