-18.6%
HAL vs LSCC
+1,244.7%
-1,263.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -2.1% |
| 7D | -12.0% | +13.0% | -24.9% | -15.1% |
| 30D | +0.3% | -19.8% | +20.1% | +5.2% |
| 3M | -1.6% | -18.4% | +16.8% | +2.0% |
| 6M | -20.5% | -16.1% | -4.4% | -20.0% |
| YTD | +14.2% | +42.7% | -28.5% | -3.5% |
| 1Y | +18.9% | +68.0% | -49.1% | -4.5% |
| 3Y | -13.7% | +85.8% | -99.6% | -37.6% |
| 5Y | +42.2% | +28.0% | +14.1% | +6.2% |
| All | -18.6% | +1,244.7% | -1,263.3% | -71.3% |
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