+10,808.2%
LSCC vs HUBB
+152,497.5%
-141,689.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | -9.7% | -10.0% | +0.3% | -9.5% |
| 3M | -23.7% | -4.8% | -18.9% | -23.6% |
| 6M | +26.5% | -5.6% | +32.0% | +26.7% |
| YTD | +57.5% | +4.7% | +52.9% | +57.5% |
| 1Y | +75.7% | +6.7% | +69.0% | +75.6% |
| 3Y | +19.5% | +45.8% | -26.3% | +18.9% |
| 5Y | +83.8% | +145.9% | -62.2% | +81.5% |
| 10Y | +1,772.4% | +418.6% | +1,353.8% | +1,730.3% |
| All | +10,808.2% | +152,497.5% | -141,689.2% | +11,920.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling