+1,174.9%
VSH vs LSCC
+9,784.2%
-8,609.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +3.2% |
| 7D | -12.9% | +13.0% | -25.9% | -16.5% |
| 30D | -36.9% | -19.8% | -17.0% | -31.3% |
| 3M | -28.8% | -18.4% | -10.4% | -22.8% |
| 6M | -30.3% | -16.1% | -14.2% | -23.8% |
| YTD | +62.4% | +42.7% | +19.6% | +47.0% |
| 1Y | +62.5% | +68.0% | -5.5% | +39.1% |
| 3Y | +7.4% | +85.8% | -78.5% | -14.3% |
| 5Y | +25.4% | +28.0% | -2.6% | +7.0% |
| 10Y | +102.6% | +1,255.1% | -1,152.5% | -26.8% |
| All | +1,174.9% | +9,784.2% | -8,609.4% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling