+55.2%
LSCC vs HAS
+62.3%
-7.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.7% | -6.9% | -8.3% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -27.1% | +31.3% | -58.4% | -31.7% |
| 3M | -23.6% | +32.1% | -55.7% | -28.7% |
| 6M | -19.8% | +28.1% | -48.0% | -26.1% |
| YTD | +33.2% | +49.1% | -15.9% | +12.7% |
| 1Y | +55.2% | +60.5% | -5.3% | +26.5% |
| All | +55.2% | +62.3% | -7.0% | +26.5% |
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