+122.4%
HL vs LSCC
+1,398.6%
-1,276.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.4% | -3.9% | +2.1% |
| 7D | +13.8% | +19.3% | -5.5% | +7.7% |
| 30D | -9.7% | -9.6% | -0.1% | -7.5% |
| 3M | -8.5% | -12.4% | +3.9% | -5.9% |
| 6M | -17.2% | -10.5% | -6.7% | -15.8% |
| YTD | -19.6% | +54.8% | -74.4% | -30.2% |
| 1Y | +11.1% | +79.4% | -68.3% | -7.1% |
| 3Y | +299.7% | +109.6% | +190.1% | +200.8% |
| 5Y | +156.5% | +40.4% | +116.1% | +100.0% |
| 10Y | +122.4% | +1,379.1% | -1,256.7% | +10.7% |
| All | +122.4% | +1,398.6% | -1,276.2% | +10.7% |
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