+104.8%
LSCC vs HUBB
+57.0%
+47.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.2% |
| 7D | +7.0% | +1.8% | +5.2% | +5.4% |
| 30D | -2.3% | -7.7% | +5.4% | +6.6% |
| 3M | -12.5% | -13.6% | +1.0% | +2.3% |
| 6M | -10.6% | -9.1% | -1.5% | -0.8% |
| YTD | +52.7% | -0.7% | +53.4% | +55.2% |
| 1Y | +74.0% | +1.1% | +72.9% | +73.9% |
| 3Y | +104.8% | +56.2% | +48.6% | +43.3% |
| All | +104.8% | +57.0% | +47.8% | +43.3% |
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