+24.9%
VSH vs LSCC
+26.3%
-1.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +1.9% |
| 7D | -12.9% | +13.0% | -25.9% | -18.2% |
| 30D | -36.9% | -19.8% | -17.0% | -28.7% |
| 3M | -28.8% | -18.4% | -10.4% | -20.2% |
| 6M | -30.3% | -16.1% | -14.2% | -21.1% |
| YTD | +62.4% | +42.7% | +19.6% | +42.9% |
| 1Y | +62.5% | +68.0% | -5.5% | +32.8% |
| 3Y | +7.4% | +85.8% | -78.5% | -21.5% |
| All | +24.9% | +26.3% | -1.4% | -3.6% |
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