+1,524.1%
HWM vs LSCC
+1,244.7%
+279.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +0.6% |
| 7D | +3.4% | +13.0% | -9.6% | -0.1% |
| 30D | -7.5% | -19.8% | +12.3% | -2.3% |
| 3M | -28.9% | -18.4% | -10.5% | -25.7% |
| 6M | -19.6% | -16.1% | -3.5% | -18.4% |
| YTD | +0.6% | +42.7% | -42.1% | -13.3% |
| 1Y | +0.3% | +68.0% | -67.7% | -17.8% |
| 3Y | +326.1% | +85.8% | +240.3% | +211.7% |
| 5Y | +525.2% | +28.0% | +497.1% | +374.9% |
| All | +1,524.1% | +1,244.7% | +279.4% | +501.4% |
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