-54.3%
HUBS vs LSCC
+72.6%
-126.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -3.2% |
| 7D | -12.4% | +0.4% | -12.8% | -12.3% |
| 30D | +1.4% | -9.5% | +10.9% | -1.0% |
| 3M | +16.0% | -13.8% | +29.7% | +13.9% |
| 6M | -17.0% | +24.5% | -41.5% | -14.1% |
| YTD | -44.3% | +55.1% | -99.4% | -44.9% |
| 1Y | -54.3% | +72.5% | -126.8% | -55.3% |
| All | -54.3% | +72.6% | -126.9% | -55.3% |
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