+134.1%
HIMS vs LSCC
+436.0%
-301.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +8.4% | -20.2% | -15.1% |
| 7D | -9.1% | +19.3% | -28.4% | -15.8% |
| 30D | -25.8% | -9.6% | -16.2% | -23.8% |
| 3M | -27.4% | -12.4% | -15.0% | -25.1% |
| 6M | -18.9% | -10.5% | -8.4% | -18.0% |
| YTD | -29.4% | +54.8% | -84.1% | -43.1% |
| 1Y | -44.1% | +79.4% | -123.5% | -57.6% |
| 3Y | +246.0% | +109.6% | +136.4% | +129.4% |
| 5Y | +177.1% | +40.4% | +136.7% | +96.0% |
| All | +134.1% | +436.0% | -301.9% | +36.7% |
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