+1,751.4%
LSCC vs HAS
+56.4%
+1,695.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +1.3% | -1.8% | +3.1% | +2.1% |
| 30D | -9.7% | +2.3% | -11.9% | -10.7% |
| 3M | -23.7% | +10.4% | -34.1% | -27.4% |
| 6M | +26.5% | -3.2% | +29.7% | +26.5% |
| YTD | +57.5% | +15.4% | +42.1% | +45.4% |
| 1Y | +75.7% | +18.8% | +56.9% | +59.8% |
| 3Y | +19.5% | +43.9% | -24.5% | -1.8% |
| 5Y | +83.8% | +13.9% | +69.9% | +64.5% |
| All | +1,751.4% | +56.4% | +1,695.0% | +1,351.9% |
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