+5.2%
VWO vs LSCC
+72.6%
-67.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.9% |
| 7D | +2.0% | +7.0% | -5.0% | +0.5% |
| 30D | -4.3% | -2.3% | -2.0% | -4.4% |
| 3M | -6.4% | -12.5% | +6.1% | -4.9% |
| 6M | -5.6% | -10.6% | +4.9% | -5.4% |
| YTD | +5.2% | +52.7% | -47.5% | -4.3% |
| 1Y | +5.2% | +74.0% | -68.8% | -5.4% |
| All | +5.2% | +72.6% | -67.5% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling