+47.4%
HAL vs LSCC
+40.9%
+6.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.4% |
| 7D | -6.5% | +5.0% | -11.5% | -7.5% |
| 30D | -2.1% | -11.7% | +9.6% | -0.4% |
| 3M | -4.9% | -13.3% | +8.5% | -3.4% |
| 6M | -19.3% | -12.5% | -6.8% | -19.5% |
| YTD | +14.3% | +51.2% | -36.9% | -0.5% |
| 1Y | +17.3% | +65.9% | -48.6% | -0.2% |
| 3Y | -10.9% | +95.3% | -106.3% | -30.8% |
| 5Y | +47.4% | +38.6% | +8.8% | +19.4% |
| All | +47.4% | +40.9% | +6.5% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling