+59.1%
HL vs LSCC
+10,808.2%
-10,749.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.8% |
| 7D | +1.5% | +1.3% | +0.2% | +1.3% |
| 30D | +25.1% | -9.7% | +34.7% | +26.8% |
| 3M | +22.9% | -23.7% | +46.6% | +27.5% |
| 6M | -4.9% | +26.5% | -31.4% | -8.3% |
| YTD | +7.8% | +57.5% | -49.7% | +0.8% |
| 1Y | +133.9% | +75.7% | +58.2% | +115.2% |
| 3Y | +380.9% | +19.5% | +361.4% | +351.7% |
| 5Y | +230.2% | +83.8% | +146.4% | +187.6% |
| 10Y | +265.6% | +1,772.4% | -1,506.8% | +138.3% |
| All | +59.1% | +10,808.2% | -10,749.1% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling