+61.3%
HDB vs LSCC
+1,398.6%
-1,337.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.4% | -5.8% | +1.4% |
| 7D | +13.7% | +19.3% | -5.6% | +10.5% |
| 30D | +15.8% | -9.6% | +25.5% | +17.0% |
| 3M | +9.2% | -12.4% | +21.6% | +10.5% |
| 6M | +3.2% | -10.5% | +13.6% | +2.8% |
| YTD | -29.4% | +54.8% | -84.1% | -36.2% |
| 1Y | -27.9% | +79.4% | -107.3% | -36.6% |
| 3Y | -5.9% | +109.6% | -115.5% | -24.3% |
| 5Y | -23.5% | +40.4% | -63.9% | -37.0% |
| 10Y | +61.3% | +1,379.1% | -1,317.8% | -14.7% |
| All | +61.3% | +1,398.6% | -1,337.2% | -14.7% |
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 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