+76.2%
LSCC vs HUBB
+7.9%
+68.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.5% |
| 7D | +5.2% | +4.8% | +0.4% | +0.4% |
| 30D | -9.6% | -9.3% | -0.3% | -0.6% |
| 3M | -17.8% | -3.9% | -13.9% | -15.0% |
| 6M | +37.4% | -0.8% | +38.3% | +35.3% |
| YTD | +59.7% | +5.6% | +54.1% | +48.8% |
| 1Y | +76.2% | +7.7% | +68.5% | +61.5% |
| All | +76.2% | +7.9% | +68.3% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling