+1,901.7%
LSCC vs USHY
+50.7%
+1,851.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.7% |
| 30D | -9.7% | +0.1% | -9.8% | -9.9% |
| 3M | -23.7% | +0.8% | -24.5% | -25.1% |
| 6M | +26.5% | +1.7% | +24.8% | +22.3% |
| YTD | +57.5% | +2.5% | +55.0% | +49.4% |
| 1Y | +75.7% | +4.4% | +71.3% | +58.5% |
| 3Y | +19.5% | +27.4% | -7.9% | -34.3% |
| 5Y | +83.8% | +21.7% | +62.0% | +20.3% |
| All | +1,901.7% | +50.7% | +1,851.0% | +826.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling