+32.9%
VSH vs LSCC
+97.7%
-64.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.8% | +2.9% |
| 7D | -1.6% | +5.0% | -6.6% | -3.9% |
| 30D | -21.3% | -11.7% | -9.6% | -14.5% |
| 3M | -18.9% | -13.3% | -5.6% | -11.0% |
| 6M | -21.4% | -12.5% | -8.9% | -11.9% |
| YTD | +86.8% | +51.2% | +35.7% | +56.1% |
| 1Y | +85.8% | +65.9% | +19.9% | +47.8% |
| All | +32.9% | +97.7% | -64.7% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling