-9.0%
HL vs LSCC
+83.2%
-92.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.5% | -5.5% |
| 7D | -5.6% | +14.5% | -20.0% | -11.3% |
| 30D | -16.2% | -0.1% | -16.1% | -16.8% |
| 3M | -20.5% | -2.7% | -17.8% | -20.8% |
| 6M | -31.7% | -4.8% | -26.9% | -32.7% |
| YTD | -26.4% | +66.9% | -93.2% | -46.2% |
| All | -9.0% | +83.2% | -92.2% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling