+13.4%
HL vs LSCC
+9,784.2%
-9,770.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | +1.0% |
| 7D | +8.9% | +13.0% | -4.0% | +6.8% |
| 30D | -10.1% | -19.8% | +9.8% | -7.3% |
| 3M | -7.0% | -18.4% | +11.4% | -4.6% |
| 6M | -18.8% | -16.1% | -2.6% | -17.1% |
| YTD | -23.1% | +42.7% | -65.9% | -27.3% |
| 1Y | +8.9% | +68.0% | -59.1% | +0.8% |
| 3Y | +255.0% | +85.8% | +169.2% | +215.7% |
| 5Y | +151.5% | +28.0% | +123.4% | +128.9% |
| 10Y | +138.4% | +1,255.1% | -1,116.7% | +61.2% |
| All | +13.4% | +9,784.2% | -9,770.8% | -32.1% |
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