+10.2%
SHW vs LSCC
+33.9%
-23.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.6% |
| 7D | +1.9% | +7.0% | -5.1% | +0.8% |
| 30D | +8.1% | -2.3% | +10.4% | +7.8% |
| 3M | -2.8% | -12.5% | +9.7% | -1.8% |
| 6M | +15.0% | -10.6% | +25.6% | +14.2% |
| YTD | +9.0% | +52.7% | -43.7% | -1.9% |
| 1Y | +4.5% | +74.0% | -69.5% | -8.2% |
| 3Y | +41.9% | +104.8% | -62.9% | +14.6% |
| All | +10.2% | +33.9% | -23.7% | -9.6% |
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