+73.5%
LSCC vs HAS
+182.9%
-109.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.7% | -6.9% | -7.7% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -27.1% | +31.3% | -58.4% | -37.9% |
| 3M | -23.6% | +32.1% | -55.7% | -35.4% |
| 6M | -19.8% | +28.1% | -48.0% | -32.3% |
| YTD | +33.2% | +49.1% | -15.9% | +0.8% |
| 1Y | +55.2% | +60.5% | -5.3% | +11.4% |
| All | +73.5% | +182.9% | -109.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling