+282.9%
SHW vs LSCC
+1,763.3%
-1,480.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | -9.5% | -9.7% | +0.2% | -8.0% |
| 3M | +11.5% | -23.7% | +35.2% | +15.4% |
| 6M | -3.5% | +26.5% | -30.0% | -9.6% |
| YTD | +3.7% | +57.5% | -53.8% | -7.2% |
| 1Y | -7.9% | +75.7% | -83.6% | -19.8% |
| 3Y | +24.7% | +19.5% | +5.2% | +11.2% |
| 5Y | +13.6% | +83.8% | -70.2% | -11.7% |
| All | +282.9% | +1,763.3% | -1,480.5% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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