+12.3%
SHW vs LSCC
+47.5%
-35.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.2% | -1.3% |
| 7D | -2.1% | +14.5% | -16.6% | -4.1% |
| 30D | +11.1% | -0.1% | +11.2% | +10.5% |
| 3M | -2.2% | -2.7% | +0.5% | -2.7% |
| 6M | +14.3% | -4.8% | +19.1% | +12.6% |
| YTD | +10.6% | +66.9% | -56.3% | -1.7% |
| 1Y | +4.1% | +85.8% | -81.8% | -9.3% |
| 3Y | +42.9% | +115.6% | -72.7% | +14.8% |
| All | +12.3% | +47.5% | -35.2% | -9.1% |
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