+76.9%
VT vs LSCC
+85.2%
-8.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.5% |
| 7D | -0.3% | +3.0% | -3.3% | -0.9% |
| 30D | -1.4% | -19.3% | +17.8% | +1.7% |
| 3M | -1.4% | -22.3% | +20.9% | +2.1% |
| 6M | +5.5% | -14.6% | +20.1% | +6.4% |
| YTD | +12.8% | +45.8% | -32.9% | +3.0% |
| 1Y | +15.4% | +69.6% | -54.2% | +2.4% |
| All | +76.9% | +85.2% | -8.3% | +45.6% |
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