+1,432.6%
LSCC vs HIG
+1,002.1%
+430.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -9.7% | -3.2% | -6.5% | -9.0% |
| 3M | -23.7% | +9.1% | -32.9% | -25.9% |
| 6M | +26.5% | -1.8% | +28.3% | +26.0% |
| YTD | +57.5% | +1.8% | +55.7% | +55.4% |
| 1Y | +75.7% | +4.6% | +71.1% | +71.7% |
| 3Y | +19.5% | +101.6% | -82.2% | -1.7% |
| 5Y | +83.8% | +124.5% | -40.7% | +47.7% |
| 10Y | +1,772.4% | +317.8% | +1,454.6% | +1,140.1% |
| All | +1,432.6% | +1,002.1% | +430.5% | +409.3% |
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