+141.5%
HIMS vs LSCC
+33.9%
+107.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +2.5% |
| 7D | -24.1% | +7.0% | -31.1% | -26.8% |
| 30D | -28.8% | -2.3% | -26.5% | -29.1% |
| 3M | -31.4% | -12.5% | -18.9% | -28.9% |
| 6M | -18.3% | -10.6% | -7.7% | -17.5% |
| YTD | -39.2% | +52.7% | -91.9% | -52.8% |
| 1Y | -45.3% | +74.0% | -119.2% | -60.1% |
| 3Y | +181.9% | +104.8% | +77.1% | +70.4% |
| All | +141.5% | +33.9% | +107.6% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling