+123.8%
LSCC vs LH
+87.4%
+36.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.4% | +10.0% | +10.2% |
| 7D | +14.5% | +1.2% | +13.3% | +14.0% |
| 30D | -0.1% | +18.0% | -18.0% | -7.9% |
| 3M | -2.7% | +15.7% | -18.4% | -9.8% |
| 6M | -4.8% | +46.6% | -51.4% | -24.0% |
| YTD | +66.9% | +49.5% | +17.4% | +31.7% |
| 1Y | +85.8% | +40.2% | +45.7% | +52.8% |
| All | +123.8% | +87.4% | +36.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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