-31.4%
VTRS vs LSCC
+1,486.2%
-1,517.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.4% | -9.3% | -0.8% |
| 7D | +9.6% | +14.5% | -4.9% | +6.8% |
| 30D | +20.1% | -0.1% | +20.1% | +19.3% |
| 3M | +30.3% | -2.7% | +33.0% | +29.5% |
| 6M | +26.3% | -4.8% | +31.1% | +24.0% |
| YTD | +73.1% | +66.9% | +6.3% | +51.4% |
| 1Y | +94.7% | +85.8% | +8.9% | +66.5% |
| 3Y | +159.7% | +115.6% | +44.1% | +105.1% |
| 5Y | +79.7% | +48.8% | +30.9% | +44.0% |
| All | -31.4% | +1,486.2% | -1,517.6% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling