+3.8%
HSY vs LSCC
+81.4%
-77.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.8% | +0.5% |
| 7D | +7.5% | +13.0% | -5.4% | +7.8% |
| 30D | +11.1% | -19.8% | +30.9% | +11.0% |
| 3M | -1.9% | -18.4% | +16.5% | -1.9% |
| 6M | -3.0% | -16.1% | +13.1% | -3.3% |
| YTD | 0.0% | +42.7% | -42.7% | -1.7% |
| 1Y | +9.4% | +68.0% | -58.6% | +7.0% |
| 3Y | +3.8% | +85.8% | -82.1% | -0.5% |
| All | +3.8% | +81.4% | -77.6% | -0.5% |
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