+142.9%
HOOD vs LSCC
+126.9%
+16.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.4% | -6.4% | -0.9% |
| 7D | -3.2% | +14.5% | -17.7% | -9.4% |
| 30D | -22.6% | -0.1% | -22.5% | -23.3% |
| 3M | -10.4% | -2.7% | -7.7% | -11.1% |
| 6M | +4.7% | -4.8% | +9.5% | +1.6% |
| YTD | -25.2% | +66.9% | -92.1% | -47.6% |
| 1Y | -35.9% | +85.8% | -121.7% | -57.6% |
| 3Y | +927.7% | +115.6% | +812.1% | +469.0% |
| 5Y | +147.5% | +48.8% | +98.7% | +37.0% |
| All | +142.9% | +126.9% | +16.0% | +53.9% |
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