+1,352.3%
LSCC vs HAS
+102.6%
+1,249.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.6% |
| 7D | +5.0% | +3.3% | +1.8% | +3.7% |
| 30D | -11.7% | +30.5% | -42.3% | -22.0% |
| 3M | -13.3% | +29.9% | -43.2% | -23.5% |
| 6M | -12.5% | +26.5% | -39.1% | -22.8% |
| YTD | +51.2% | +51.9% | -0.7% | +22.6% |
| 1Y | +65.9% | +60.9% | +5.0% | +30.9% |
| 3Y | +95.3% | +215.0% | -119.6% | +15.6% |
| 5Y | +38.6% | +51.5% | -12.9% | +8.7% |
| 10Y | +1,352.3% | +102.2% | +1,250.1% | +921.9% |
| All | +1,352.3% | +102.6% | +1,249.8% | +921.9% |
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