+304.9%
HUBS vs LSCC
+1,847.8%
-1,542.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.5% |
| 7D | -12.4% | +0.4% | -12.8% | -12.5% |
| 30D | +1.4% | -9.5% | +10.9% | +4.2% |
| 3M | +16.0% | -13.8% | +29.7% | +16.7% |
| 6M | -17.0% | +24.5% | -41.5% | -30.9% |
| YTD | -44.3% | +55.1% | -99.4% | -59.3% |
| 1Y | -54.3% | +72.5% | -126.8% | -68.6% |
| 3Y | -58.4% | +24.5% | -82.9% | -70.3% |
| 5Y | -66.7% | +81.8% | -148.5% | -80.9% |
| All | +304.9% | +1,847.8% | -1,542.9% | -0.3% |
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 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