+741.0%
VTRS vs LSCC
+10,474.1%
-9,733.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.4% |
| 7D | +4.6% | +7.0% | -2.4% | +3.6% |
| 30D | +19.4% | -2.3% | +21.7% | +19.1% |
| 3M | +30.8% | -12.5% | +43.3% | +31.9% |
| 6M | +21.6% | -10.6% | +32.2% | +21.1% |
| YTD | +71.2% | +52.7% | +18.5% | +58.1% |
| 1Y | +97.6% | +74.0% | +23.6% | +79.3% |
| 3Y | +163.9% | +104.8% | +59.1% | +127.5% |
| 5Y | +82.1% | +36.2% | +45.8% | +60.2% |
| 10Y | -31.3% | +1,355.3% | -1,386.6% | -56.5% |
| All | +741.0% | +10,474.1% | -9,733.1% | +209.7% |
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 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