+78.8%
VZ vs LSCC
+20.0%
+58.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.8% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | +7.9% | -9.7% | +17.6% | +7.6% |
| 3M | +13.6% | -23.7% | +37.4% | +13.1% |
| 6M | +1.1% | +26.5% | -25.4% | +1.4% |
| YTD | +29.3% | +57.5% | -28.2% | +30.0% |
| 1Y | +21.2% | +75.7% | -54.4% | +22.0% |
| All | +78.8% | +20.0% | +58.7% | +85.1% |
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