+1,379.1%
LSCC vs HBM
+328.6%
+1,050.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +9.0% | -0.5% | +5.6% |
| 7D | +19.3% | +5.0% | +14.3% | +17.6% |
| 30D | -9.6% | -12.7% | +3.1% | -5.3% |
| 3M | -12.4% | -17.4% | +5.0% | -6.9% |
| 6M | -10.5% | -8.9% | -1.6% | -8.2% |
| YTD | +54.8% | +14.9% | +39.9% | +46.3% |
| 1Y | +79.4% | +41.4% | +38.0% | +59.2% |
| 3Y | +109.6% | +462.1% | -352.5% | +21.9% |
| 5Y | +40.4% | +224.0% | -183.6% | -9.9% |
| 10Y | +1,379.1% | +320.9% | +1,058.2% | +640.5% |
| All | +1,379.1% | +328.6% | +1,050.5% | +640.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling