+130.0%
HL vs LSCC
+1,351.6%
-1,221.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -0.3% |
| 7D | -11.1% | +7.0% | -18.1% | -13.0% |
| 30D | -12.1% | -2.3% | -9.8% | -12.2% |
| 3M | -26.1% | -12.5% | -13.6% | -24.1% |
| 6M | -37.7% | -10.6% | -27.2% | -36.8% |
| YTD | -31.7% | +52.7% | -84.4% | -40.5% |
| 1Y | -11.6% | +74.0% | -85.6% | -25.7% |
| 3Y | +249.6% | +104.8% | +144.8% | +164.7% |
| 5Y | +108.5% | +36.2% | +72.3% | +63.6% |
| All | +130.0% | +1,351.6% | -1,221.5% | +16.9% |
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