+7.5%
HWM vs LSCC
+83.9%
-76.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.4% | -8.1% | +0.1% |
| 7D | +5.0% | +14.5% | -9.5% | +1.9% |
| 30D | +1.5% | -0.1% | +1.6% | +0.4% |
| 3M | -20.3% | -2.7% | -17.7% | -21.0% |
| 6M | -18.0% | -4.8% | -13.2% | -20.2% |
| YTD | +9.5% | +66.9% | -57.4% | -8.5% |
| 1Y | +7.5% | +85.8% | -78.4% | -11.0% |
| All | +7.5% | +83.9% | -76.5% | -11.0% |
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