+69.6%
LSCC vs HIG
+12.7%
+56.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +2.9% |
| 7D | +3.0% | +6.2% | -3.2% | +7.4% |
| 30D | -19.3% | +9.4% | -28.7% | -14.1% |
| 3M | -22.3% | -2.3% | -19.9% | -22.2% |
| 6M | -14.6% | +4.2% | -18.7% | -10.2% |
| YTD | +45.8% | +1.6% | +44.2% | +55.1% |
| 1Y | +69.6% | +9.9% | +59.7% | +79.0% |
| All | +69.6% | +12.7% | +56.9% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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