+132.4%
HOOD vs LSCC
+94.1%
+38.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.1% | -3.9% | -0.2% |
| 7D | -4.8% | +13.0% | -17.8% | -10.3% |
| 30D | -26.1% | -19.8% | -6.3% | -18.5% |
| 3M | -10.8% | -18.4% | +7.6% | -3.5% |
| 6M | +2.4% | -16.1% | +18.5% | +5.6% |
| YTD | -28.5% | +42.7% | -71.2% | -45.9% |
| 1Y | -36.3% | +68.0% | -104.3% | -55.9% |
| 3Y | +743.7% | +85.8% | +657.8% | +402.5% |
| 5Y | +118.6% | +28.0% | +90.6% | +30.6% |
| All | +132.4% | +94.1% | +38.2% | +59.1% |
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 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