-3.2%
VUG vs LSCC
-19.6%
+16.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.6% | +3.1% | -3.8% |
| 7D | -7.1% | -4.8% | -2.3% | -6.3% |
| 30D | -12.1% | -27.1% | +15.0% | -7.1% |
| 3M | -8.1% | -23.6% | +15.5% | -4.1% |
| 6M | -3.2% | -19.8% | +16.6% | +1.5% |
| All | -3.2% | -19.6% | +16.4% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling