+12.4%
HLT vs LSCC
+72.6%
-60.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | -2.6% | -9.5% | +6.9% | -2.0% |
| 3M | -9.4% | -13.8% | +4.4% | -9.0% |
| 6M | +2.7% | +24.5% | -21.8% | -2.4% |
| YTD | +6.8% | +55.1% | -48.4% | +0.1% |
| 1Y | +12.4% | +72.5% | -60.1% | +4.4% |
| All | +12.4% | +72.6% | -60.2% | +4.4% |
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