+1,371.1%
LSCC vs HIG
+997.5%
+373.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.9% |
| 7D | +5.0% | +2.1% | +2.9% | +4.4% |
| 30D | -11.7% | +6.7% | -18.5% | -13.4% |
| 3M | -13.3% | -1.9% | -11.4% | -13.3% |
| 6M | -12.5% | +5.3% | -17.9% | -14.7% |
| YTD | +51.2% | +1.3% | +49.8% | +48.7% |
| 1Y | +65.9% | +7.2% | +58.7% | +60.7% |
| 3Y | +95.3% | +96.6% | -1.3% | +61.4% |
| 5Y | +38.6% | +110.0% | -71.4% | +12.8% |
| 10Y | +1,352.3% | +268.4% | +1,084.0% | +887.9% |
| All | +1,371.1% | +997.5% | +373.6% | +387.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling