+741.5%
HWM vs LSCC
+82.7%
+658.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -11.0% | -9.7% | -1.3% | -9.1% |
| 3M | +4.0% | -23.7% | +27.7% | +9.1% |
| 6M | -0.2% | +26.5% | -26.7% | -8.1% |
| YTD | +26.7% | +57.5% | -30.9% | +9.8% |
| 1Y | +44.7% | +75.7% | -31.0% | +21.4% |
| 3Y | +426.1% | +19.5% | +406.6% | +359.9% |
| All | +741.5% | +82.7% | +658.7% | +487.2% |
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