+153.8%
HON vs LSCC
+1,281.8%
-1,128.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.2% | +0.8% |
| 7D | +0.8% | +13.0% | -12.2% | -1.4% |
| 30D | +5.7% | -19.8% | +25.6% | +9.2% |
| 3M | -8.3% | -18.4% | +10.1% | -5.9% |
| 6M | -2.4% | -16.1% | +13.7% | -1.5% |
| YTD | +9.0% | +42.7% | -33.7% | -0.9% |
| 1Y | +9.2% | +68.0% | -58.8% | -3.9% |
| 3Y | +26.3% | +85.8% | -59.5% | +3.2% |
| 5Y | +9.1% | +28.0% | -18.9% | -9.4% |
| All | +153.8% | +1,281.8% | -1,128.0% | +25.5% |
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