-33.8%
HUT vs LSCC
+26.3%
-60.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +7.1% | +7.5% | +9.3% |
| 7D | -11.4% | +13.0% | -24.3% | -18.9% |
| 30D | -41.0% | -19.8% | -21.2% | -30.1% |
| 3M | -41.9% | -18.4% | -23.5% | -32.1% |
| 6M | -51.7% | -16.1% | -35.6% | -45.3% |
| YTD | +14.6% | +42.7% | -28.1% | -12.3% |
| 1Y | +21.4% | +68.0% | -46.6% | -17.4% |
| 3Y | +359.8% | +85.8% | +274.0% | +139.6% |
| All | -33.8% | +26.3% | -60.1% | -58.8% |
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 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