+5,694.2%
LSCC vs LH
+1,562.0%
+4,132.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.9% | +6.2% | +6.9% |
| 7D | +13.0% | +1.4% | +11.5% | +12.6% |
| 30D | -19.8% | +17.5% | -37.3% | -23.1% |
| 3M | -18.4% | +16.1% | -34.5% | -21.6% |
| 6M | -16.1% | +43.4% | -59.5% | -23.7% |
| YTD | +42.7% | +47.2% | -4.5% | +29.1% |
| 1Y | +68.0% | +50.1% | +17.9% | +51.2% |
| 3Y | +85.8% | +81.2% | +4.7% | +59.9% |
| 5Y | +28.0% | +63.7% | -35.7% | +12.9% |
| 10Y | +1,255.1% | +269.2% | +985.9% | +891.2% |
| All | +5,694.2% | +1,562.0% | +4,132.2% | +2,896.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling