+91.2%
VTR vs LSCC
+82.7%
+8.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.1% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | -2.4% | -9.7% | +7.2% | -1.8% |
| 3M | +14.8% | -23.7% | +38.5% | +16.5% |
| 6M | +5.3% | +26.5% | -21.1% | +1.3% |
| YTD | +18.1% | +57.5% | -39.4% | +10.9% |
| 1Y | +36.7% | +75.7% | -39.0% | +26.4% |
| 3Y | +130.1% | +19.5% | +110.6% | +119.3% |
| All | +91.2% | +82.7% | +8.5% | +59.0% |
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