+65.2%
ALAB vs LSCC
+72.9%
-7.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.0% | +7.8% | +8.1% |
| 7D | +7.2% | +1.3% | +5.9% | +6.3% |
| 30D | -2.5% | -9.7% | +7.2% | +5.9% |
| 3M | -13.3% | -23.7% | +10.4% | +8.7% |
| 6M | +172.8% | +26.5% | +146.3% | +171.4% |
| YTD | +86.6% | +57.5% | +29.1% | +56.4% |
| 1Y | +65.2% | +75.7% | -10.5% | +33.0% |
| All | +65.2% | +72.9% | -7.7% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling