+575.2%
HLT vs LSCC
+1,943.7%
-1,368.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.1% |
| 7D | -1.6% | +3.3% | -4.9% | -2.4% |
| 30D | -5.0% | -7.4% | +2.3% | -3.7% |
| 3M | -10.4% | -16.2% | +5.8% | -8.2% |
| 6M | +3.2% | +31.9% | -28.7% | -5.9% |
| YTD | +6.7% | +62.8% | -56.0% | -8.2% |
| 1Y | +10.3% | +81.4% | -71.1% | -8.5% |
| 3Y | +99.3% | +33.1% | +66.3% | +67.6% |
| 5Y | +143.7% | +90.8% | +52.9% | +76.7% |
| All | +575.2% | +1,943.7% | -1,368.5% | +191.3% |
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