+581.9%
VTRS vs LSCC
+10,808.2%
-10,226.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | +3.3% | +1.3% | +2.0% | +3.1% |
| 30D | -3.6% | -9.7% | +6.0% | -2.5% |
| 3M | +7.0% | -23.7% | +30.7% | +9.7% |
| 6M | +17.5% | +26.5% | -9.0% | +12.2% |
| YTD | +38.8% | +57.5% | -18.7% | +28.7% |
| 1Y | +69.2% | +75.7% | -6.5% | +54.1% |
| 3Y | +77.5% | +19.5% | +58.0% | +64.3% |
| 5Y | +39.9% | +83.8% | -43.9% | +19.4% |
| 10Y | -47.1% | +1,772.4% | -1,819.5% | -67.4% |
| All | +581.9% | +10,808.2% | -10,226.4% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling