+125.1%
HOOD vs LSCC
+81.2%
+43.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -8.6% | -1.7% | -6.2% |
| 7D | -14.4% | -4.8% | -9.6% | -12.5% |
| 30D | -30.0% | -27.1% | -2.9% | -19.2% |
| 3M | -15.5% | -23.6% | +8.1% | -5.6% |
| 6M | +1.8% | -19.8% | +21.6% | +7.3% |
| YTD | -30.7% | +33.2% | -63.9% | -45.8% |
| 1Y | -45.0% | +55.2% | -100.2% | -60.3% |
| 3Y | +709.0% | +70.1% | +638.9% | +403.7% |
| 5Y | +111.8% | +19.5% | +92.3% | +30.8% |
| All | +125.1% | +81.2% | +43.9% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling