+22.4%
HPQ vs LSCC
+20.0%
+2.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.8% |
| 7D | +6.9% | +1.3% | +5.6% | +6.6% |
| 30D | +14.4% | -9.7% | +24.1% | +16.7% |
| 3M | +25.6% | -23.7% | +49.3% | +31.4% |
| 6M | +75.0% | +26.5% | +48.6% | +58.6% |
| YTD | +50.7% | +57.5% | -6.8% | +26.9% |
| 1Y | +18.7% | +75.7% | -57.0% | -3.7% |
| All | +22.4% | +20.0% | +2.4% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling