+1,250.4%
VUG vs LSCC
+1,009.1%
+241.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | -0.1% | +1.3% | -1.4% | -0.4% |
| 30D | -0.3% | -9.7% | +9.4% | +1.8% |
| 3M | -0.7% | -23.7% | +23.0% | +4.4% |
| 6M | +14.6% | +26.5% | -11.9% | +6.3% |
| YTD | +9.0% | +57.5% | -48.5% | -4.6% |
| 1Y | +14.9% | +75.7% | -60.8% | -2.6% |
| 3Y | +86.0% | +19.5% | +66.6% | +62.5% |
| 5Y | +76.7% | +83.8% | -7.1% | +35.3% |
| 10Y | +411.3% | +1,772.4% | -1,361.1% | +126.0% |
| All | +1,250.4% | +1,009.1% | +241.3% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling