+8.2%
HD vs LSCC
+36.6%
-28.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.5% | +1.7% |
| 7D | +3.6% | +19.3% | -15.7% | +0.9% |
| 30D | +21.6% | -9.6% | +31.2% | +22.7% |
| 3M | +0.1% | -12.4% | +12.5% | +1.1% |
| 6M | +13.0% | -10.5% | +23.4% | +12.3% |
| YTD | +4.9% | +54.8% | -49.8% | -5.9% |
| 1Y | -2.1% | +79.4% | -81.5% | -14.6% |
| 3Y | +32.6% | +109.6% | -77.0% | +5.4% |
| 5Y | +8.2% | +40.4% | -32.1% | -12.6% |
| All | +8.2% | +36.6% | -28.3% | -12.6% |
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