+405.3%
VUG vs LSCC
+1,498.6%
-1,093.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | -1.0% |
| 7D | -1.1% | +14.5% | -15.5% | -4.7% |
| 30D | -7.0% | -0.1% | -6.9% | -7.7% |
| 3M | -3.7% | -2.7% | -1.1% | -4.4% |
| 6M | -1.6% | -4.8% | +3.2% | -3.2% |
| YTD | +5.1% | +66.9% | -61.7% | -12.8% |
| 1Y | +3.8% | +85.8% | -82.1% | -16.7% |
| 3Y | +79.9% | +115.6% | -35.7% | +28.5% |
| 5Y | +66.4% | +48.8% | +17.6% | +23.7% |
| 10Y | +405.3% | +1,490.3% | -1,085.0% | +104.3% |
| All | +405.3% | +1,498.6% | -1,093.3% | +104.3% |
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