+78.0%
HST vs LSCC
+81.4%
-3.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.2% | -1.3% |
| 7D | -2.7% | +13.0% | -15.6% | -4.9% |
| 30D | +10.7% | -19.8% | +30.5% | +14.6% |
| 3M | +6.3% | -18.4% | +24.7% | +9.2% |
| 6M | +19.0% | -16.1% | +35.1% | +19.5% |
| YTD | +47.0% | +42.7% | +4.3% | +29.6% |
| 1Y | +53.4% | +68.0% | -14.6% | +30.0% |
| 3Y | +78.0% | +85.8% | -7.8% | +34.9% |
| All | +78.0% | +81.4% | -3.4% | +34.9% |
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 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