-10.1%
HDB vs LSCC
+81.4%
-91.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | +1.4% |
| 7D | +13.3% | +13.0% | +0.4% | +12.5% |
| 30D | +13.6% | -19.8% | +33.4% | +14.9% |
| 3M | +5.8% | -18.4% | +24.2% | +6.7% |
| 6M | -1.9% | -16.1% | +14.2% | -1.6% |
| YTD | -31.2% | +42.7% | -73.9% | -33.2% |
| 1Y | -29.6% | +68.0% | -97.6% | -32.3% |
| 3Y | -10.1% | +85.8% | -95.9% | -20.5% |
| All | -10.1% | +81.4% | -91.5% | -20.5% |
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