+25.4%
LSCC vs USHY
+28.5%
-3.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | +1.3% | -0.1% | +1.4% | +2.1% |
| 30D | -9.7% | +0.1% | -9.8% | -10.1% |
| 3M | -23.7% | +0.8% | -24.5% | -26.3% |
| 6M | +26.5% | +1.7% | +24.8% | +18.2% |
| YTD | +57.5% | +2.5% | +55.0% | +42.4% |
| 1Y | +75.7% | +4.4% | +71.3% | +45.8% |
| All | +25.4% | +28.5% | -3.1% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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