-25.9%
HUT vs LSCC
+36.6%
-62.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.4% | -0.1% | +2.0% |
| 7D | +3.7% | +19.3% | -15.7% | -8.7% |
| 30D | -32.3% | -9.6% | -22.7% | -26.8% |
| 3M | -35.6% | -12.4% | -23.2% | -28.6% |
| 6M | -42.1% | -10.5% | -31.6% | -37.4% |
| YTD | +24.1% | +54.8% | -30.7% | -10.6% |
| 1Y | +27.9% | +79.4% | -51.5% | -17.2% |
| 3Y | +409.1% | +109.6% | +299.5% | +141.3% |
| 5Y | -25.9% | +40.4% | -66.3% | -57.5% |
| All | -25.9% | +36.6% | -62.5% | -57.5% |
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