+86.4%
VTRS vs LSCC
+27.3%
+59.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -0.1% | +5.2% | -5.3% | -0.9% |
| 30D | +1.9% | -9.6% | +11.5% | +3.3% |
| 3M | +5.1% | -17.8% | +22.8% | +7.1% |
| 6M | +20.1% | +37.4% | -17.4% | +10.1% |
| YTD | +36.6% | +59.7% | -23.1% | +21.8% |
| 1Y | +64.1% | +76.2% | -12.1% | +42.9% |
| 3Y | +86.4% | +28.2% | +58.2% | +57.5% |
| All | +86.4% | +27.3% | +59.1% | +57.5% |
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