+81.7%
VUG vs LSCC
+104.5%
-22.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.4% | -5.7% | +1.0% |
| 7D | +0.5% | +19.3% | -18.8% | -3.4% |
| 30D | -8.2% | -9.6% | +1.5% | -6.7% |
| 3M | -5.4% | -12.4% | +7.0% | -3.7% |
| 6M | -2.5% | -10.5% | +7.9% | -2.3% |
| YTD | +4.2% | +54.8% | -50.6% | -8.8% |
| 1Y | +5.0% | +79.4% | -74.4% | -11.3% |
| 3Y | +81.7% | +109.6% | -27.9% | +40.0% |
| All | +81.7% | +104.5% | -22.8% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling