-66.2%
HUBS vs LSCC
+82.7%
-149.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.5% | -3.7% |
| 7D | -6.2% | +1.4% | -7.6% | -6.7% |
| 30D | +6.6% | -10.0% | +16.6% | +9.5% |
| 3M | +16.4% | -16.1% | +32.5% | +18.3% |
| 6M | -19.7% | +27.4% | -47.1% | -33.9% |
| YTD | -42.6% | +56.9% | -99.5% | -58.6% |
| 1Y | -54.2% | +74.6% | -128.8% | -69.2% |
| 3Y | -57.1% | +26.0% | -83.1% | -69.0% |
| 5Y | -66.2% | +86.1% | -152.4% | -83.2% |
| All | -66.2% | +82.7% | -149.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling