+698.7%
HUBS vs LSCC
+1,625.3%
-926.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.3% |
| 7D | -4.3% | +5.2% | -9.5% | -5.9% |
| 30D | +14.2% | -9.6% | +23.9% | +17.2% |
| 3M | +15.5% | -17.8% | +33.3% | +18.4% |
| 6M | -18.9% | +37.4% | -56.4% | -33.9% |
| YTD | -40.1% | +59.7% | -99.8% | -55.3% |
| 1Y | -51.8% | +76.2% | -128.0% | -65.9% |
| 3Y | -55.2% | +28.2% | -83.4% | -67.3% |
| 5Y | -64.7% | +87.2% | -151.9% | -78.4% |
| 10Y | +327.0% | +1,795.0% | -1,468.0% | +31.2% |
| All | +698.7% | +1,625.3% | -926.5% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling