+13.8%
SHW vs LSCC
+17.9%
-4.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.6% | +4.6% | -2.8% |
| 7D | +5.7% | -4.8% | +10.6% | +6.3% |
| 30D | +8.7% | -27.1% | +35.8% | +13.2% |
| 3M | -5.4% | -23.6% | +18.2% | -2.4% |
| 6M | +12.2% | -19.8% | +32.1% | +13.2% |
| YTD | +8.5% | +33.2% | -24.8% | -0.3% |
| 1Y | +4.9% | +55.2% | -50.3% | -6.2% |
| 3Y | +42.8% | +70.1% | -27.3% | +19.0% |
| All | +13.8% | +17.9% | -4.1% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling