+7.4%
VSH vs LSCC
+81.4%
-74.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +1.3% |
| 7D | -12.9% | +13.0% | -25.9% | -19.1% |
| 30D | -36.9% | -19.8% | -17.0% | -27.4% |
| 3M | -28.8% | -18.4% | -10.4% | -18.9% |
| 6M | -30.3% | -16.1% | -14.2% | -19.8% |
| YTD | +62.4% | +42.7% | +19.6% | +40.2% |
| 1Y | +62.5% | +68.0% | -5.5% | +28.9% |
| 3Y | +7.4% | +85.8% | -78.5% | -30.4% |
| All | +7.4% | +81.4% | -74.0% | -30.4% |
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