+55.9%
VZ vs LSCC
+81.4%
-25.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.1% | -0.6% |
| 7D | +2.1% | +13.0% | -10.8% | +2.8% |
| 30D | +1.4% | -19.8% | +21.2% | +0.6% |
| 3M | -1.3% | -18.4% | +17.1% | -1.8% |
| 6M | -0.5% | -16.1% | +15.6% | -1.0% |
| YTD | +19.6% | +42.7% | -23.1% | +20.3% |
| 1Y | +22.4% | +68.0% | -45.6% | +23.3% |
| 3Y | +55.9% | +85.8% | -30.0% | +58.7% |
| All | +55.9% | +81.4% | -25.5% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling