+27.5%
HAL vs LSCC
+72.6%
-45.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.5% | +8.6% | +3.5% |
| 7D | +6.1% | +7.0% | -0.9% | +5.6% |
| 30D | +2.9% | -2.3% | +5.2% | +3.0% |
| 3M | +3.3% | -12.5% | +15.9% | +4.1% |
| 6M | -16.9% | -10.6% | -6.3% | -16.8% |
| YTD | +21.2% | +52.7% | -31.5% | +6.6% |
| 1Y | +27.5% | +74.0% | -46.4% | +7.3% |
| All | +27.5% | +72.6% | -45.1% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling