+356.5%
SHW vs LSCC
+1,398.6%
-1,042.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.4% | -4.4% | +2.6% |
| 7D | +1.6% | +19.3% | -17.8% | -1.7% |
| 30D | +12.1% | -9.6% | +21.7% | +13.3% |
| 3M | -3.0% | -12.4% | +9.4% | -1.8% |
| 6M | +13.5% | -10.5% | +24.0% | +12.8% |
| YTD | +11.2% | +54.8% | -43.5% | -1.4% |
| 1Y | +6.2% | +79.4% | -73.2% | -8.6% |
| 3Y | +45.6% | +109.6% | -64.0% | +14.6% |
| 5Y | +15.6% | +40.4% | -24.8% | -6.2% |
| 10Y | +356.5% | +1,379.1% | -1,022.6% | +113.2% |
| All | +356.5% | +1,398.6% | -1,042.1% | +113.2% |
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