+1,236.1%
LSCC vs HAS
+101.4%
+1,134.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.7% | +7.4% |
| 7D | +13.0% | -0.2% | +13.1% | +13.0% |
| 30D | -19.8% | +31.0% | -50.9% | -29.4% |
| 3M | -18.4% | +30.7% | -49.1% | -28.2% |
| 6M | -16.1% | +23.9% | -40.0% | -25.3% |
| YTD | +42.7% | +48.3% | -5.6% | +16.9% |
| 1Y | +68.0% | +60.2% | +7.8% | +32.8% |
| 3Y | +85.8% | +189.2% | -103.4% | +13.8% |
| 5Y | +28.0% | +50.4% | -22.4% | +0.8% |
| All | +1,236.1% | +101.4% | +1,134.8% | +848.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling