+5,634.3%
HON vs LSCC
+10,808.2%
-5,173.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -3.6% | +1.3% | -4.9% | -3.8% |
| 30D | -15.3% | -9.7% | -5.6% | -14.0% |
| 3M | -7.9% | -23.7% | +15.8% | -4.7% |
| 6M | -18.1% | +26.5% | -44.5% | -22.2% |
| YTD | +3.8% | +57.5% | -53.7% | -5.3% |
| 1Y | +0.5% | +75.7% | -75.2% | -10.4% |
| 3Y | +19.8% | +19.5% | +0.3% | +8.5% |
| 5Y | +2.9% | +83.8% | -80.9% | -16.0% |
| 10Y | +134.6% | +1,772.4% | -1,637.7% | +25.7% |
| All | +5,634.3% | +10,808.2% | -5,173.9% | +1,886.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling