+1,379.1%
LSCC vs HIG
+270.3%
+1,108.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.6% | +7.8% | +8.2% |
| 7D | +19.3% | -0.5% | +19.8% | +19.5% |
| 30D | -9.6% | +4.5% | -14.1% | -11.4% |
| 3M | -12.4% | -5.5% | -6.9% | -11.2% |
| 6M | -10.5% | +3.1% | -13.5% | -13.0% |
| YTD | +54.8% | -0.8% | +55.6% | +52.2% |
| 1Y | +79.4% | +6.1% | +73.3% | +71.6% |
| 3Y | +109.6% | +94.1% | +15.5% | +55.3% |
| 5Y | +40.4% | +106.4% | -66.1% | +1.1% |
| 10Y | +1,379.1% | +265.1% | +1,114.0% | +792.5% |
| All | +1,379.1% | +270.3% | +1,108.7% | +792.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling