-13.7%
HAL vs LSCC
+81.4%
-95.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -1.6% |
| 7D | -12.0% | +13.0% | -24.9% | -14.2% |
| 30D | +0.3% | -19.8% | +20.1% | +4.0% |
| 3M | -1.6% | -18.4% | +16.8% | +1.2% |
| 6M | -20.5% | -16.1% | -4.4% | -20.2% |
| YTD | +14.2% | +42.7% | -28.5% | -1.6% |
| 1Y | +18.9% | +68.0% | -49.1% | -2.1% |
| 3Y | -13.7% | +85.8% | -99.6% | -35.8% |
| All | -13.7% | +81.4% | -95.1% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling