+85.8%
LSCC vs HUBB
+58.1%
+27.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +4.6% |
| 7D | +13.0% | +1.7% | +11.3% | +11.6% |
| 30D | -19.8% | -9.7% | -10.2% | -10.8% |
| 3M | -18.4% | -15.2% | -3.2% | -3.2% |
| 6M | -16.1% | -14.0% | -2.1% | -2.0% |
| YTD | +42.7% | -2.4% | +45.2% | +47.2% |
| 1Y | +68.0% | -5.8% | +73.8% | +79.1% |
| 3Y | +85.8% | +60.4% | +25.4% | +30.1% |
| All | +85.8% | +58.1% | +27.8% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling