-73.2%
HTZ vs LSCC
+55.0%
-128.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -8.6% | -12.2% | -18.0% |
| 7D | -7.7% | -4.8% | -2.9% | -5.8% |
| 30D | -13.1% | -27.1% | +14.0% | -4.5% |
| 3M | +14.7% | -23.6% | +38.3% | +23.9% |
| 6M | -70.6% | -19.8% | -50.8% | -69.5% |
| YTD | -65.2% | +33.2% | -98.4% | -71.6% |
| 1Y | -73.2% | +55.2% | -128.4% | -80.6% |
| All | -73.2% | +55.0% | -128.2% | -80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling