+20.5%
AAL vs LSCC
+104.5%
-84.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.4% | -1.0% | +4.7% |
| 7D | +8.3% | +19.3% | -11.1% | +1.9% |
| 30D | +11.0% | -9.6% | +20.6% | +13.7% |
| 3M | -11.2% | -12.4% | +1.2% | -8.7% |
| 6M | +6.1% | -10.5% | +16.5% | +5.6% |
| YTD | -7.6% | +54.8% | -62.4% | -26.6% |
| 1Y | +3.7% | +79.4% | -75.6% | -22.4% |
| 3Y | +20.5% | +109.6% | -89.1% | -25.2% |
| All | +20.5% | +104.5% | -84.0% | -25.2% |
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