+287.9%
HUBS vs LSCC
+1,351.6%
-1,063.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.1% | +2.4% |
| 7D | +8.3% | +7.0% | +1.3% | +5.5% |
| 30D | -4.0% | -2.3% | -1.7% | -5.1% |
| 3M | -9.7% | -12.5% | +2.8% | -9.0% |
| 6M | +21.4% | -10.6% | +32.0% | +14.7% |
| YTD | -45.9% | +52.7% | -98.6% | -61.7% |
| 1Y | -44.4% | +74.0% | -118.4% | -63.1% |
| 3Y | -49.7% | +104.8% | -154.5% | -72.7% |
| 5Y | -74.2% | +36.2% | -110.4% | -84.0% |
| All | +287.9% | +1,351.6% | -1,063.6% | -6.8% |
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