-91.5%
HTZ vs LSCC
+106.8%
-198.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.7% |
| 7D | +7.5% | +1.3% | +6.2% | +7.0% |
| 30D | +47.4% | -9.7% | +57.1% | +52.2% |
| 3M | -54.9% | -23.7% | -31.2% | -51.5% |
| 6M | -47.0% | +26.5% | -73.5% | -52.7% |
| YTD | -55.3% | +57.5% | -112.8% | -63.4% |
| 1Y | -57.6% | +75.7% | -133.3% | -67.5% |
| 3Y | -86.6% | +19.5% | -106.1% | -88.9% |
| 5Y | -86.1% | +83.8% | -169.9% | -91.7% |
| All | -91.5% | +106.8% | -198.3% | -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 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