+223.0%
VT vs LSCC
+1,772.4%
-1,549.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | +1.0% | -9.7% | +10.6% | +2.9% |
| 3M | +2.4% | -23.7% | +26.1% | +7.0% |
| 6M | +12.0% | +26.5% | -14.5% | +4.7% |
| YTD | +15.3% | +57.5% | -42.2% | +2.4% |
| 1Y | +22.6% | +75.7% | -53.1% | +5.8% |
| 3Y | +74.7% | +19.5% | +55.2% | +54.7% |
| 5Y | +66.1% | +83.8% | -17.6% | +27.2% |
| All | +223.0% | +1,772.4% | -1,549.4% | +60.8% |
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