+325.8%
HWM vs LSCC
+81.4%
+244.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +1.0% |
| 7D | +3.3% | +13.0% | -9.7% | +0.8% |
| 30D | -7.6% | -19.8% | +12.2% | -3.9% |
| 3M | -28.9% | -18.4% | -10.5% | -26.6% |
| 6M | -19.7% | -16.1% | -3.6% | -18.8% |
| YTD | +0.5% | +42.7% | -42.2% | -9.9% |
| 1Y | +0.3% | +68.0% | -67.8% | -13.3% |
| 3Y | +325.8% | +85.8% | +240.0% | +249.9% |
| All | +325.8% | +81.4% | +244.5% | +249.9% |
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