+254.2%
HD vs LSCC
+1,244.7%
-990.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -9.0% | -3.1% |
| 7D | +4.3% | +13.0% | -8.6% | +1.9% |
| 30D | +20.2% | -19.8% | +40.0% | +23.9% |
| 3M | -1.0% | -18.4% | +17.4% | +1.3% |
| 6M | +7.9% | -16.1% | +24.0% | +8.2% |
| YTD | +2.0% | +42.7% | -40.7% | -8.6% |
| 1Y | -4.3% | +68.0% | -72.3% | -17.2% |
| 3Y | +25.9% | +85.8% | -59.9% | +0.4% |
| 5Y | +5.8% | +28.0% | -22.2% | -13.6% |
| All | +254.2% | +1,244.7% | -990.5% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling