+113.0%
VWO vs LSCC
+1,943.7%
-1,830.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -0.3% |
| 7D | -1.8% | +3.3% | -5.1% | -2.4% |
| 30D | -0.1% | -7.4% | +7.3% | +1.2% |
| 3M | +2.2% | -16.2% | +18.4% | +4.9% |
| 6M | +8.8% | +31.9% | -23.1% | +1.6% |
| YTD | +12.4% | +62.8% | -50.4% | +0.3% |
| 1Y | +15.6% | +81.4% | -65.8% | +0.4% |
| 3Y | +62.5% | +33.1% | +29.4% | +42.3% |
| 5Y | +34.3% | +90.8% | -56.5% | +3.3% |
| All | +113.0% | +1,943.7% | -1,830.7% | +5.7% |
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