+232.9%
VTV vs LSCC
+1,833.8%
-1,600.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -0.7% | +1.4% | -2.0% | -0.9% |
| 30D | -0.5% | -10.0% | +9.5% | +1.0% |
| 3M | +5.3% | -16.1% | +21.4% | +7.2% |
| 6M | +12.9% | +27.4% | -14.5% | +6.8% |
| YTD | +18.5% | +56.9% | -38.4% | +7.9% |
| 1Y | +25.3% | +74.6% | -49.3% | +11.6% |
| 3Y | +68.2% | +26.0% | +42.2% | +51.0% |
| 5Y | +80.6% | +86.1% | -5.5% | +44.5% |
| 10Y | +232.9% | +1,830.6% | -1,597.7% | +80.7% |
| All | +232.9% | +1,833.8% | -1,600.9% | +80.7% |
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