+7.8%
HD vs LSCC
+18.7%
-10.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.6% | +7.0% | -0.4% |
| 7D | +6.4% | -4.8% | +11.2% | +6.9% |
| 30D | +22.1% | -27.1% | +49.2% | +27.0% |
| 3M | -0.2% | -23.6% | +23.4% | +2.8% |
| 6M | +12.6% | -19.8% | +32.4% | +13.5% |
| YTD | +3.9% | +33.2% | -29.3% | -4.8% |
| 1Y | -3.7% | +55.2% | -59.0% | -14.3% |
| 3Y | +27.9% | +70.1% | -42.2% | +5.2% |
| 5Y | +7.8% | +19.5% | -11.7% | -10.3% |
| All | +7.8% | +18.7% | -10.9% | -10.3% |
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 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