+563.0%
HWM vs LSCC
+36.6%
+526.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.4% | -3.4% | +3.1% |
| 7D | +1.6% | +19.3% | -17.7% | -2.6% |
| 30D | -3.9% | -9.6% | +5.7% | -2.1% |
| 3M | -23.2% | -12.4% | -10.8% | -21.6% |
| 6M | -20.0% | -10.5% | -9.5% | -20.1% |
| YTD | +5.7% | +54.8% | -49.1% | -8.8% |
| 1Y | +4.9% | +79.4% | -74.5% | -12.9% |
| 3Y | +347.0% | +109.6% | +237.4% | +231.1% |
| 5Y | +563.0% | +40.4% | +522.7% | +390.2% |
| All | +563.0% | +36.6% | +526.5% | +390.2% |
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