+119.0%
VTR vs LSCC
+81.4%
+37.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.5% | -0.4% |
| 7D | +4.7% | +13.0% | -8.3% | +4.5% |
| 30D | +10.9% | -19.8% | +30.7% | +11.2% |
| 3M | -3.2% | -18.4% | +15.2% | -3.0% |
| 6M | +3.7% | -16.1% | +19.8% | +3.3% |
| YTD | +16.8% | +42.7% | -25.9% | +13.1% |
| 1Y | +21.3% | +68.0% | -46.7% | +16.6% |
| 3Y | +119.0% | +85.8% | +33.2% | +96.5% |
| All | +119.0% | +81.4% | +37.7% | +96.5% |
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