+25.5%
LSCC vs HBM
+205.9%
-180.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.5% |
| 7D | +13.0% | -3.6% | +16.6% | +14.8% |
| 30D | -19.8% | -19.2% | -0.7% | -11.9% |
| 3M | -18.4% | -20.5% | +2.1% | -10.2% |
| 6M | -16.1% | -12.8% | -3.3% | -12.0% |
| YTD | +42.7% | +5.4% | +37.3% | +35.9% |
| 1Y | +68.0% | +33.0% | +35.0% | +45.4% |
| 3Y | +85.8% | +357.3% | -271.5% | -6.9% |
| All | +25.5% | +205.9% | -180.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling