+69.6%
LSCC vs HAS
+66.3%
+3.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.7% |
| 7D | +3.0% | +2.4% | +0.5% | +2.5% |
| 30D | -19.3% | +31.6% | -50.9% | -24.3% |
| 3M | -22.3% | +33.9% | -56.1% | -27.7% |
| 6M | -14.6% | +31.4% | -46.0% | -22.0% |
| YTD | +45.8% | +51.6% | -5.9% | +23.0% |
| 1Y | +69.6% | +65.2% | +4.4% | +37.0% |
| All | +69.6% | +66.3% | +3.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling