+6,948.3%
LSCC vs HBM
+443.9%
+6,504.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.7% |
| 7D | +13.0% | -3.6% | +16.6% | +14.3% |
| 30D | -19.8% | -19.2% | -0.7% | -14.3% |
| 3M | -18.4% | -20.5% | +2.1% | -12.6% |
| 6M | -16.1% | -12.8% | -3.3% | -12.9% |
| YTD | +42.7% | +5.4% | +37.3% | +38.8% |
| 1Y | +68.0% | +33.0% | +35.0% | +52.8% |
| 3Y | +85.8% | +357.3% | -271.5% | +16.6% |
| 5Y | +28.0% | +210.4% | -182.4% | -14.9% |
| 10Y | +1,255.1% | +387.1% | +868.0% | +550.6% |
| All | +6,948.3% | +443.9% | +6,504.4% | +2,476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling