-46.7%
HUBS vs LSCC
+72.9%
-119.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -2.4% |
| 7D | -5.0% | +1.3% | -6.3% | -4.7% |
| 30D | -1.0% | -9.7% | +8.6% | -3.3% |
| 3M | +12.4% | -23.7% | +36.1% | +8.3% |
| 6M | -11.1% | +26.5% | -37.6% | -7.4% |
| YTD | -38.3% | +57.5% | -95.8% | -38.7% |
| 1Y | -46.7% | +75.7% | -122.4% | -46.3% |
| All | -46.7% | +72.9% | -119.6% | -46.3% |
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