+1,516.2%
HWM vs LSCC
+1,333.6%
+182.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.9% |
| 7D | -1.8% | +5.0% | -6.8% | -3.1% |
| 30D | -2.7% | -11.7% | +9.1% | +0.2% |
| 3M | -22.7% | -13.3% | -9.4% | -20.6% |
| 6M | -18.9% | -12.5% | -6.4% | -18.5% |
| YTD | +7.1% | +51.2% | -44.1% | -9.3% |
| 1Y | +4.7% | +65.9% | -61.2% | -13.9% |
| 3Y | +345.6% | +95.3% | +250.2% | +221.6% |
| 5Y | +588.3% | +38.6% | +549.7% | +410.9% |
| 10Y | +1,516.2% | +1,352.3% | +163.8% | +474.6% |
| All | +1,516.2% | +1,333.6% | +182.5% | +474.6% |
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