-20.5%
HAL vs LSCC
-16.2%
-4.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -0.4% |
| 7D | -12.0% | +13.0% | -24.9% | -12.1% |
| 30D | +0.3% | -19.8% | +20.1% | +0.9% |
| 3M | -1.6% | -18.4% | +16.8% | -1.1% |
| 6M | -20.5% | -16.1% | -4.4% | -19.3% |
| All | -20.5% | -16.2% | -4.3% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling