+1,523.4%
LSCC vs HIG
+992.6%
+530.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.4% | +10.8% | +10.5% |
| 7D | +14.5% | -0.7% | +15.1% | +14.6% |
| 30D | -0.1% | +5.4% | -5.4% | -1.6% |
| 3M | -2.7% | -0.9% | -1.7% | -3.0% |
| 6M | -4.8% | +4.8% | -9.6% | -7.0% |
| YTD | +66.9% | +0.9% | +66.0% | +64.3% |
| 1Y | +85.8% | +6.5% | +79.4% | +80.4% |
| 3Y | +115.6% | +95.7% | +19.8% | +78.3% |
| 5Y | +48.8% | +107.1% | -58.3% | +21.5% |
| 10Y | +1,490.3% | +262.6% | +1,227.6% | +985.6% |
| All | +1,523.4% | +992.6% | +530.8% | +438.2% |
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