+402.8%
VUG vs LSCC
+1,351.6%
-948.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +0.5% |
| 7D | +2.5% | +7.0% | -4.5% | +0.5% |
| 30D | -6.3% | -2.3% | -4.0% | -6.5% |
| 3M | -6.0% | -12.5% | +6.5% | -4.1% |
| 6M | -3.5% | -10.6% | +7.0% | -3.6% |
| YTD | +3.9% | +52.7% | -48.8% | -11.8% |
| 1Y | +5.1% | +74.0% | -68.9% | -14.2% |
| 3Y | +77.9% | +104.8% | -26.9% | +28.6% |
| 5Y | +62.4% | +36.2% | +26.2% | +23.5% |
| All | +402.8% | +1,351.6% | -948.7% | +108.7% |
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