+35.1%
LSCC vs HIG
+110.6%
-75.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.6% |
| 7D | +7.0% | +2.6% | +4.4% | +5.9% |
| 30D | -2.3% | +4.2% | -6.5% | -4.2% |
| 3M | -12.5% | +0.2% | -12.7% | -13.2% |
| 6M | -10.6% | +4.6% | -15.2% | -14.1% |
| YTD | +52.7% | +1.1% | +51.6% | +48.6% |
| 1Y | +74.0% | +4.7% | +69.3% | +65.7% |
| 3Y | +104.8% | +95.5% | +9.3% | +25.6% |
| All | +35.1% | +110.6% | -75.5% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling