+71.6%
HST vs LSCC
+26.3%
+45.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.2% | -1.7% |
| 7D | -2.7% | +13.0% | -15.6% | -5.5% |
| 30D | +10.7% | -19.8% | +30.5% | +15.6% |
| 3M | +6.3% | -18.4% | +24.7% | +9.9% |
| 6M | +19.0% | -16.1% | +35.1% | +19.8% |
| YTD | +47.0% | +42.7% | +4.3% | +26.9% |
| 1Y | +53.4% | +68.0% | -14.6% | +26.4% |
| 3Y | +78.0% | +85.8% | -7.8% | +31.9% |
| All | +71.6% | +26.3% | +45.2% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling