+717.4%
HOOD vs LSCC
+69.3%
+648.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -8.6% | -1.7% | -6.6% |
| 7D | -14.4% | -4.8% | -9.6% | -12.6% |
| 30D | -30.0% | -27.1% | -2.9% | -20.3% |
| 3M | -15.5% | -23.6% | +8.1% | -6.5% |
| 6M | +1.8% | -19.8% | +21.6% | +6.9% |
| YTD | -30.7% | +33.2% | -63.9% | -44.9% |
| 1Y | -45.0% | +55.2% | -100.2% | -59.6% |
| All | +717.4% | +69.3% | +648.1% | +420.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling