-2.5%
HAL vs LSCC
+20.0%
-22.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | +2.9% | +1.3% | +1.6% | +2.7% |
| 30D | +17.0% | -9.7% | +26.7% | +19.2% |
| 3M | -9.7% | -23.7% | +14.1% | -5.8% |
| 6M | +8.6% | +26.5% | -17.9% | -0.3% |
| YTD | +33.0% | +57.5% | -24.5% | +14.7% |
| 1Y | +68.3% | +75.7% | -7.4% | +40.3% |
| All | -2.5% | +20.0% | -22.5% | -22.4% |
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