+962.7%
VST vs LSCC
+1,550.0%
-587.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.3% | -15.1% | -14.1% |
| 7D | -15.7% | +3.0% | -18.7% | -16.5% |
| 30D | -17.0% | -19.3% | +2.3% | -13.2% |
| 3M | -15.9% | -22.3% | +6.4% | -11.6% |
| 6M | -25.0% | -14.6% | -10.4% | -23.4% |
| YTD | -25.1% | +45.8% | -70.9% | -32.1% |
| 1Y | -34.9% | +69.6% | -104.5% | -42.9% |
| 3Y | +252.7% | +86.1% | +166.6% | +195.3% |
| 5Y | +582.3% | +30.7% | +551.6% | +475.3% |
| 10Y | +1,076.6% | +1,283.9% | -207.3% | +586.6% |
| All | +962.7% | +1,550.0% | -587.3% | +520.0% |
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