-8.2%
AAL vs LSCC
+20.0%
-28.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.6% |
| 7D | -3.7% | +1.3% | -5.1% | -4.1% |
| 30D | -20.8% | -9.7% | -11.1% | -18.3% |
| 3M | -1.3% | -23.7% | +22.4% | +5.7% |
| 6M | +5.4% | +26.5% | -21.1% | -5.7% |
| YTD | -14.4% | +57.5% | -71.9% | -30.3% |
| 1Y | +2.1% | +75.7% | -73.6% | -20.9% |
| All | -8.2% | +20.0% | -28.2% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling