+20,418.4%
SHW vs LSCC
+10,808.2%
+9,610.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.2% |
| 7D | -3.2% | +1.3% | -4.5% | -3.4% |
| 30D | -9.5% | -9.7% | +0.2% | -8.5% |
| 3M | +11.5% | -23.7% | +35.2% | +14.3% |
| 6M | -3.5% | +26.5% | -30.0% | -7.6% |
| YTD | +3.7% | +57.5% | -53.8% | -3.7% |
| 1Y | -7.9% | +75.7% | -83.6% | -16.0% |
| 3Y | +24.7% | +19.5% | +5.2% | +15.3% |
| 5Y | +13.6% | +83.8% | -70.2% | -2.9% |
| 10Y | +283.0% | +1,772.4% | -1,489.4% | +139.8% |
| All | +20,418.4% | +10,808.2% | +9,610.2% | +8,060.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling