+918.2%
VZ vs LSCC
+9,126.4%
-8,208.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.6% | +8.5% | +0.5% |
| 7D | +5.6% | -4.8% | +10.5% | +5.9% |
| 30D | +1.9% | -27.1% | +29.0% | +3.8% |
| 3M | +0.8% | -23.6% | +24.4% | +2.1% |
| 6M | +0.6% | -19.8% | +20.4% | +1.0% |
| YTD | +20.8% | +33.2% | -12.5% | +16.2% |
| 1Y | +23.9% | +55.2% | -31.3% | +17.8% |
| 3Y | +55.7% | +70.1% | -14.4% | +43.3% |
| 5Y | +21.5% | +19.5% | +2.0% | +12.3% |
| 10Y | +68.5% | +1,164.9% | -1,096.4% | +23.2% |
| All | +918.2% | +9,126.4% | -8,208.1% | +430.8% |
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 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