-20.9%
VST vs LSCC
+72.9%
-93.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.9% |
| 7D | +8.9% | +1.3% | +7.6% | +8.4% |
| 30D | +6.2% | -9.7% | +15.9% | +9.6% |
| 3M | -2.7% | -23.7% | +21.0% | +4.7% |
| 6M | -8.4% | +26.5% | -34.8% | -17.0% |
| YTD | -7.2% | +57.5% | -64.7% | -23.1% |
| 1Y | -20.9% | +75.7% | -96.6% | -34.2% |
| All | -20.9% | +72.9% | -93.8% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling