+315.7%
HWM vs LSCC
+69.3%
+246.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.6% | +2.7% | -4.2% |
| 7D | -2.4% | -4.8% | +2.4% | -1.5% |
| 30D | -13.3% | -27.1% | +13.8% | -8.0% |
| 3M | -31.0% | -23.6% | -7.4% | -27.8% |
| 6M | -17.1% | -19.8% | +2.7% | -15.5% |
| YTD | -1.9% | +33.2% | -35.1% | -10.8% |
| 1Y | -2.4% | +55.2% | -57.7% | -14.3% |
| All | +315.7% | +69.3% | +246.4% | +246.5% |
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