+9,126.4%
LSCC vs HAS
+4,678.1%
+4,448.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.7% | -6.9% | -7.9% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -27.1% | +31.3% | -58.4% | -35.4% |
| 3M | -23.6% | +32.1% | -55.7% | -32.7% |
| 6M | -19.8% | +28.1% | -48.0% | -29.2% |
| YTD | +33.2% | +49.1% | -15.9% | +10.2% |
| 1Y | +55.2% | +60.5% | -5.3% | +24.5% |
| 3Y | +70.1% | +183.9% | -113.8% | +7.5% |
| 5Y | +19.5% | +51.2% | -31.7% | -3.7% |
| 10Y | +1,164.9% | +105.3% | +1,059.6% | +720.4% |
| All | +9,126.4% | +4,678.1% | +4,448.3% | +1,688.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling