-28.9%
AAL vs LSCC
+2,128.0%
-2,156.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.6% | +3.5% | -2.0% |
| 7D | +1.2% | -4.8% | +6.0% | +2.5% |
| 30D | -0.5% | -27.1% | +26.6% | +10.4% |
| 3M | -22.0% | -23.6% | +1.6% | -15.6% |
| 6M | +4.5% | -19.8% | +24.4% | +8.4% |
| YTD | -15.7% | +33.2% | -48.9% | -29.4% |
| 1Y | -3.7% | +55.2% | -58.9% | -24.1% |
| 3Y | +7.9% | +70.1% | -62.2% | -23.7% |
| 5Y | -40.7% | +19.5% | -60.3% | -55.1% |
| 10Y | -66.3% | +1,164.9% | -1,231.2% | -90.7% |
| All | -28.9% | +2,128.0% | -2,156.9% | -92.1% |
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 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