+55.2%
HYG vs LSCC
+1,847.8%
-1,792.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.4% |
| 7D | -0.7% | +0.4% | -1.2% | -0.8% |
| 30D | -0.6% | -9.5% | +8.9% | +0.1% |
| 3M | +0.4% | -13.8% | +14.2% | +1.1% |
| 6M | +1.2% | +24.5% | -23.3% | -1.2% |
| YTD | +1.5% | +55.1% | -53.6% | -2.9% |
| 1Y | +3.2% | +72.5% | -69.3% | -2.3% |
| 3Y | +25.9% | +24.5% | +1.4% | +19.7% |
| 5Y | +18.6% | +81.8% | -63.2% | +6.5% |
| All | +55.2% | +1,847.8% | -1,792.5% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling