+1,795.0%
LSCC vs HIG
+304.7%
+1,490.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +2.1% |
| 7D | +5.2% | -1.1% | +6.3% | +5.6% |
| 30D | -9.6% | -4.9% | -4.7% | -8.1% |
| 3M | -17.8% | +6.8% | -24.6% | -20.5% |
| 6M | +37.4% | -1.7% | +39.1% | +36.6% |
| YTD | +59.7% | -0.2% | +59.9% | +57.6% |
| 1Y | +76.2% | +5.7% | +70.5% | +69.3% |
| 3Y | +28.2% | +100.3% | -72.1% | -5.6% |
| 5Y | +87.2% | +118.5% | -31.3% | +33.3% |
| 10Y | +1,795.0% | +309.7% | +1,485.3% | +1,045.9% |
| All | +1,795.0% | +304.7% | +1,490.3% | +1,045.9% |
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