+373.4%
VST vs LSCC
+20.0%
+353.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.8% |
| 7D | +8.9% | +1.3% | +7.6% | +8.4% |
| 30D | +6.2% | -9.7% | +15.9% | +9.7% |
| 3M | -2.7% | -23.7% | +21.0% | +5.1% |
| 6M | -8.4% | +26.5% | -34.8% | -17.5% |
| YTD | -7.2% | +57.5% | -64.7% | -23.5% |
| 1Y | -20.9% | +75.7% | -96.6% | -37.7% |
| All | +373.4% | +20.0% | +353.4% | +251.2% |
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 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