+132.7%
VTR vs LSCC
+24.1%
+108.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.0% |
| 7D | -1.7% | +1.3% | -3.0% | -1.7% |
| 30D | -2.4% | -9.7% | +7.2% | -2.3% |
| 3M | +14.8% | -23.7% | +38.5% | +15.4% |
| 6M | +5.3% | +26.5% | -21.1% | +3.2% |
| YTD | +18.1% | +57.5% | -39.4% | +14.5% |
| 1Y | +36.7% | +75.7% | -39.0% | +31.7% |
| All | +132.7% | +24.1% | +108.6% | +125.4% |
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