+82.0%
LSCC vs HBM
+349.4%
-267.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | +1.3% | -6.4% | +7.7% | +4.0% |
| 30D | -9.7% | +5.9% | -15.6% | -12.1% |
| 3M | -23.7% | -8.9% | -14.8% | -21.6% |
| 6M | +26.5% | +10.7% | +15.8% | +19.0% |
| YTD | +57.5% | +38.3% | +19.2% | +33.9% |
| 1Y | +75.7% | +121.3% | -45.7% | +23.0% |
| 3Y | +19.5% | +450.6% | -431.1% | -44.2% |
| All | +82.0% | +349.4% | -267.3% | -9.3% |
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