-23.8%
HDB vs LSCC
+20.0%
-43.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | -2.8% | -9.7% | +6.9% | -2.3% |
| 3M | -3.5% | -23.7% | +20.2% | -2.2% |
| 6M | -24.7% | +26.5% | -51.2% | -26.3% |
| YTD | -36.6% | +57.5% | -94.1% | -38.7% |
| 1Y | -34.4% | +75.7% | -110.1% | -37.1% |
| All | -23.8% | +20.0% | -43.8% | -27.1% |
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