+68.0%
LSCC vs HIG
+6.2%
+61.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +5.5% |
| 7D | +13.0% | +1.1% | +11.9% | +13.8% |
| 30D | -19.8% | +5.6% | -25.4% | -16.7% |
| 3M | -18.4% | -6.9% | -11.5% | -20.7% |
| 6M | -16.1% | +1.3% | -17.4% | -13.5% |
| YTD | +42.7% | -1.5% | +44.2% | +48.9% |
| 1Y | +68.0% | +6.6% | +61.4% | +76.4% |
| All | +68.0% | +6.2% | +61.8% | +76.4% |
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