+509.8%
HWM vs LSCC
+18.7%
+491.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.6% | +2.7% | -3.9% |
| 7D | -2.4% | -4.8% | +2.4% | -1.4% |
| 30D | -13.3% | -27.1% | +13.8% | -7.1% |
| 3M | -31.0% | -23.6% | -7.4% | -27.3% |
| 6M | -17.1% | -19.8% | +2.7% | -15.2% |
| YTD | -1.9% | +33.2% | -35.1% | -12.2% |
| 1Y | -2.4% | +55.2% | -57.7% | -16.1% |
| 3Y | +322.2% | +70.1% | +252.1% | +229.8% |
| 5Y | +509.8% | +19.5% | +490.3% | +364.2% |
| All | +509.8% | +18.7% | +491.1% | +364.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling