+24.5%
HYG vs LSCC
+97.7%
-73.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | +0.3% | +5.0% | -4.8% | 0.0% |
| 30D | +0.5% | -11.7% | +12.2% | +0.8% |
| 3M | -1.4% | -13.3% | +11.9% | -1.1% |
| 6M | -0.8% | -12.5% | +11.7% | -0.8% |
| YTD | +0.6% | +51.2% | -50.6% | -2.0% |
| 1Y | +1.6% | +65.9% | -64.3% | -1.5% |
| All | +24.5% | +97.7% | -73.2% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling