+2.9%
HAL vs LSCC
+1,772.4%
-1,769.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.1% |
| 7D | +2.9% | +1.3% | +1.6% | +2.6% |
| 30D | +17.0% | -9.7% | +26.7% | +19.9% |
| 3M | -9.7% | -23.7% | +14.1% | -4.7% |
| 6M | +8.6% | +26.5% | -17.9% | -2.2% |
| YTD | +33.0% | +57.5% | -24.5% | +11.4% |
| 1Y | +68.3% | +75.7% | -7.4% | +35.5% |
| 3Y | +0.1% | +19.5% | -19.4% | -16.1% |
| 5Y | +102.6% | +83.8% | +18.9% | +35.9% |
| All | +2.9% | +1,772.4% | -1,769.5% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling