+1,490.3%
LSCC vs HUBB
+396.5%
+1,093.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.3% | +9.1% | +9.3% |
| 7D | +14.5% | +1.2% | +13.3% | +13.9% |
| 30D | -0.1% | -6.4% | +6.4% | +6.1% |
| 3M | -2.7% | -14.4% | +11.7% | +11.3% |
| 6M | -4.8% | -9.0% | +4.2% | +3.8% |
| YTD | +66.9% | +0.7% | +66.1% | +69.1% |
| 1Y | +85.8% | -0.3% | +86.1% | +89.9% |
| 3Y | +115.6% | +59.2% | +56.4% | +58.5% |
| 5Y | +48.8% | +130.2% | -81.4% | -15.2% |
| 10Y | +1,490.3% | +391.8% | +1,098.5% | +470.7% |
| All | +1,490.3% | +396.5% | +1,093.8% | +470.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling