-54.1%
HUBS vs LSCC
+57.8%
-111.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -3.8% |
| 7D | -13.0% | +3.0% | -15.9% | -11.8% |
| 30D | -1.8% | -19.3% | +17.5% | -7.9% |
| 3M | -13.0% | -22.3% | +9.3% | -18.1% |
| 6M | -12.4% | -14.6% | +2.1% | -12.2% |
| YTD | -46.0% | +45.8% | -91.8% | -43.8% |
| 1Y | -54.1% | +69.6% | -123.7% | -53.7% |
| All | -54.1% | +57.8% | -111.9% | -53.7% |
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