-91.6%
HTZ vs LSCC
+91.4%
-183.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +8.8% |
| 7D | +18.9% | +3.0% | +16.0% | +17.6% |
| 30D | +26.3% | -19.3% | +45.5% | +34.7% |
| 3M | +49.7% | -22.3% | +72.0% | +60.5% |
| 6M | -61.1% | -14.6% | -46.5% | -60.4% |
| YTD | -56.0% | +45.8% | -101.8% | -63.4% |
| 1Y | -66.4% | +69.6% | -136.0% | -73.6% |
| 3Y | -75.8% | +86.1% | -161.9% | -83.5% |
| 5Y | -93.1% | +30.7% | -123.8% | -95.2% |
| All | -91.6% | +91.4% | -183.0% | -95.6% |
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 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