+913.2%
VTI vs LSCC
+385.1%
+528.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | -1.1% |
| 7D | -2.6% | +13.0% | -15.6% | -5.2% |
| 30D | -5.0% | -19.8% | +14.8% | -1.1% |
| 3M | -4.3% | -18.4% | +14.1% | -1.2% |
| 6M | +0.6% | -16.1% | +16.7% | +1.8% |
| YTD | +8.9% | +42.7% | -33.9% | -2.7% |
| 1Y | +11.1% | +68.0% | -56.9% | -4.3% |
| 3Y | +74.5% | +85.8% | -11.3% | +39.2% |
| 5Y | +60.1% | +28.0% | +32.0% | +32.0% |
| 10Y | +297.4% | +1,255.1% | -957.7% | +86.9% |
| All | +913.2% | +385.1% | +528.1% | +282.8% |
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 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