+1,773.8%
HWM vs LSCC
+1,800.0%
-26.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -11.0% | -9.7% | -1.3% | -8.8% |
| 3M | +4.0% | -23.7% | +27.7% | +9.9% |
| 6M | -0.2% | +26.5% | -26.7% | -9.2% |
| YTD | +26.7% | +57.5% | -30.9% | +7.6% |
| 1Y | +44.7% | +75.7% | -31.0% | +18.3% |
| 3Y | +426.1% | +19.5% | +406.6% | +346.3% |
| 5Y | +738.5% | +83.8% | +654.7% | +477.6% |
| All | +1,773.8% | +1,800.0% | -26.2% | +577.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling