+53.4%
VT vs LSCC
+18.7%
+34.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.6% | +4.5% | -2.4% |
| 7D | -4.2% | -4.8% | +0.7% | -3.5% |
| 30D | -5.8% | -27.1% | +21.3% | -0.3% |
| 3M | -5.2% | -23.6% | +18.4% | -1.0% |
| 6M | +0.1% | -19.8% | +20.0% | +2.3% |
| YTD | +8.2% | +33.2% | -25.0% | -1.4% |
| 1Y | +10.1% | +55.2% | -45.1% | -3.0% |
| 3Y | +69.7% | +70.1% | -0.4% | +37.4% |
| 5Y | +53.4% | +19.5% | +33.9% | +23.3% |
| All | +53.4% | +18.7% | +34.7% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling