+100.8%
HBAN vs LSCC
+1,351.6%
-1,250.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.0% | +1.7% |
| 7D | +2.3% | +7.0% | -4.7% | +0.6% |
| 30D | +4.8% | -2.3% | +7.1% | +4.3% |
| 3M | -10.1% | -12.5% | +2.4% | -8.8% |
| 6M | +5.0% | -10.6% | +15.6% | +4.3% |
| YTD | -6.1% | +52.7% | -58.8% | -18.7% |
| 1Y | +4.6% | +74.0% | -69.4% | -12.3% |
| 3Y | +74.9% | +104.8% | -29.9% | +33.0% |
| 5Y | +21.4% | +36.2% | -14.8% | -4.7% |
| All | +100.8% | +1,351.6% | -1,250.7% | -5.6% |
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 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