+329.3%
VWO vs LSCC
+2,150.5%
-1,821.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | +1.1% | +1.3% | -0.2% | +0.7% |
| 30D | +2.4% | -9.7% | +12.1% | +4.7% |
| 3M | +2.0% | -23.7% | +25.7% | +7.6% |
| 6M | +10.7% | +26.5% | -15.8% | +2.2% |
| YTD | +14.4% | +57.5% | -43.1% | -0.6% |
| 1Y | +22.7% | +75.7% | -53.0% | +3.0% |
| 3Y | +64.2% | +19.5% | +44.7% | +41.1% |
| 5Y | +35.8% | +83.8% | -48.0% | -2.2% |
| 10Y | +114.7% | +1,772.4% | -1,657.7% | -27.2% |
| All | +329.3% | +2,150.5% | -1,821.2% | -19.6% |
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