+5.8%
HD vs LSCC
+26.3%
-20.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -9.0% | -2.8% |
| 7D | +4.3% | +13.0% | -8.6% | +2.4% |
| 30D | +20.2% | -19.8% | +40.0% | +23.4% |
| 3M | -1.0% | -18.4% | +17.4% | +1.0% |
| 6M | +7.9% | -16.1% | +24.0% | +8.1% |
| YTD | +2.0% | +42.7% | -40.7% | -7.5% |
| 1Y | -4.3% | +68.0% | -72.3% | -15.8% |
| 3Y | +25.9% | +85.8% | -59.9% | +2.2% |
| All | +5.8% | +26.3% | -20.6% | -13.0% |
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