+4.4%
HWM vs LSCC
+57.8%
-53.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -4.5% |
| 7D | +9.4% | +3.0% | +6.5% | +8.6% |
| 30D | -7.0% | -19.3% | +12.3% | -3.9% |
| 3M | -25.9% | -22.3% | -3.6% | -23.1% |
| 6M | -10.8% | -14.6% | +3.8% | -11.2% |
| YTD | +4.3% | +45.8% | -41.4% | -10.2% |
| 1Y | +4.4% | +69.6% | -65.2% | -13.3% |
| All | +4.4% | +57.8% | -53.5% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling