+21.2%
LSCC vs HIG
+102.1%
-80.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +1.3% | +0.3% | +1.0% | +1.3% |
| 30D | -9.7% | -3.2% | -6.5% | -9.3% |
| 3M | -23.7% | +9.1% | -32.9% | -25.5% |
| 6M | +26.5% | -1.8% | +28.3% | +27.3% |
| YTD | +57.5% | +1.8% | +55.7% | +56.8% |
| 1Y | +75.7% | +4.6% | +71.1% | +73.3% |
| All | +21.2% | +102.1% | -80.9% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling