+82.0%
LSCC vs USHY
+21.7%
+60.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.8% |
| 30D | -9.7% | +0.1% | -9.8% | -9.9% |
| 3M | -23.7% | +0.8% | -24.5% | -25.5% |
| 6M | +26.5% | +1.7% | +24.8% | +20.9% |
| YTD | +57.5% | +2.5% | +55.0% | +46.9% |
| 1Y | +75.7% | +4.4% | +71.3% | +53.7% |
| 3Y | +19.5% | +27.4% | -7.9% | -43.6% |
| All | +82.0% | +21.7% | +60.3% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling