+54.6%
VSH vs LSCC
+50.4%
+4.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.4% | -1.6% | +3.2% |
| 7D | +12.8% | +14.5% | -1.7% | +5.6% |
| 30D | -9.0% | -0.1% | -9.0% | -8.5% |
| 3M | -12.2% | -2.7% | -9.5% | -10.3% |
| 6M | -15.9% | -4.8% | -11.1% | -11.1% |
| YTD | +103.2% | +66.9% | +36.4% | +64.8% |
| 1Y | +108.4% | +85.8% | +22.6% | +60.9% |
| 3Y | +41.6% | +115.6% | -74.0% | -4.4% |
| 5Y | +54.6% | +48.8% | +5.8% | +9.8% |
| All | +54.6% | +50.4% | +4.2% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling