+7,678.5%
LSCC vs HBM
+613.3%
+7,065.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | +1.3% | -6.4% | +7.7% | +3.2% |
| 30D | -9.7% | +5.9% | -15.6% | -11.4% |
| 3M | -23.7% | -8.9% | -14.8% | -21.9% |
| 6M | +26.5% | +10.7% | +15.8% | +21.6% |
| YTD | +57.5% | +38.3% | +19.2% | +41.0% |
| 1Y | +75.7% | +121.3% | -45.7% | +36.9% |
| 3Y | +19.5% | +450.6% | -431.1% | -29.6% |
| 5Y | +83.8% | +338.0% | -254.2% | +9.8% |
| 10Y | +1,772.4% | +578.6% | +1,193.8% | +712.5% |
| All | +7,678.5% | +613.3% | +7,065.2% | +2,517.0% |
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