+242.6%
HL vs LSCC
+1,791.9%
-1,549.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.5% |
| 7D | +7.1% | +5.2% | +1.9% | +5.5% |
| 30D | +21.4% | -9.6% | +31.1% | +24.8% |
| 3M | +37.4% | -17.8% | +55.2% | +44.0% |
| 6M | +0.4% | +37.4% | -37.0% | -9.1% |
| YTD | +6.7% | +59.7% | -53.0% | -7.4% |
| 1Y | +102.4% | +76.2% | +26.1% | +70.7% |
| 3Y | +417.4% | +28.2% | +389.2% | +343.5% |
| 5Y | +243.3% | +87.2% | +156.1% | +150.1% |
| 10Y | +242.6% | +1,795.0% | -1,552.4% | +53.7% |
| All | +242.6% | +1,791.9% | -1,549.4% | +53.7% |
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