+166.9%
VTRS vs LSCC
+118.1%
+48.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.4% | -9.3% | -0.5% |
| 7D | +9.6% | +14.5% | -4.9% | +7.3% |
| 30D | +20.1% | -0.1% | +20.1% | +19.4% |
| 3M | +30.3% | -2.7% | +33.0% | +29.7% |
| 6M | +26.3% | -4.8% | +31.1% | +24.0% |
| YTD | +73.1% | +66.9% | +6.3% | +51.6% |
| 1Y | +94.7% | +85.8% | +8.9% | +66.9% |
| All | +166.9% | +118.1% | +48.8% | +101.4% |
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