+65.5%
VZ vs LSCC
+1,244.7%
-1,179.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.1% | -1.0% |
| 7D | +2.1% | +13.0% | -10.8% | +2.0% |
| 30D | +1.4% | -19.8% | +21.2% | +1.6% |
| 3M | -1.3% | -18.4% | +17.1% | -1.0% |
| 6M | -0.5% | -16.1% | +15.6% | -0.7% |
| YTD | +19.6% | +42.7% | -23.1% | +17.5% |
| 1Y | +22.4% | +68.0% | -45.6% | +19.5% |
| 3Y | +55.9% | +85.8% | -30.0% | +49.6% |
| 5Y | +20.4% | +28.0% | -7.6% | +15.7% |
| All | +65.5% | +1,244.7% | -1,179.1% | +28.8% |
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