+213.0%
VT vs LSCC
+1,155.2%
-942.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.6% | +4.5% | -2.3% |
| 7D | -4.2% | -4.8% | +0.7% | -3.4% |
| 30D | -5.8% | -27.1% | +21.3% | -0.1% |
| 3M | -5.2% | -23.6% | +18.4% | -0.9% |
| 6M | +0.1% | -19.8% | +20.0% | +2.4% |
| YTD | +8.2% | +33.2% | -25.0% | -1.6% |
| 1Y | +10.1% | +55.2% | -45.1% | -3.2% |
| 3Y | +69.7% | +70.1% | -0.4% | +37.6% |
| 5Y | +53.4% | +19.5% | +33.9% | +26.9% |
| All | +213.0% | +1,155.2% | -942.2% | +56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling