+227.8%
VST vs LSCC
+69.3%
+158.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -8.6% | +2.4% | -3.0% |
| 7D | -19.9% | -4.8% | -15.1% | -18.8% |
| 30D | -29.7% | -27.1% | -2.6% | -21.5% |
| 3M | -19.6% | -23.6% | +4.0% | -12.2% |
| 6M | -29.4% | -19.8% | -9.6% | -25.7% |
| YTD | -29.7% | +33.2% | -62.9% | -39.9% |
| 1Y | -40.0% | +55.2% | -95.3% | -51.8% |
| All | +227.8% | +69.3% | +158.5% | +145.1% |
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