+66.7%
HBAN vs LSCC
+81.4%
-14.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -2.1% |
| 7D | -2.0% | +13.0% | -14.9% | -4.2% |
| 30D | +2.0% | -19.8% | +21.8% | +5.5% |
| 3M | -10.0% | -18.4% | +8.4% | -7.5% |
| 6M | -5.3% | -16.1% | +10.8% | -4.8% |
| YTD | -8.2% | +42.7% | -50.9% | -18.8% |
| 1Y | +4.2% | +68.0% | -63.8% | -11.4% |
| 3Y | +66.7% | +85.8% | -19.2% | +21.4% |
| All | +66.7% | +81.4% | -14.7% | +21.4% |
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