+207.4%
ALAB vs LSCC
+36.4%
+171.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.9% | +1.2% |
| 7D | -26.3% | +13.0% | -39.2% | -32.3% |
| 30D | -50.1% | -19.8% | -30.3% | -41.4% |
| 3M | -42.5% | -18.4% | -24.1% | -33.0% |
| 6M | -10.8% | -16.1% | +5.3% | +7.4% |
| YTD | +14.6% | +42.7% | -28.1% | -2.9% |
| 1Y | +17.1% | +68.0% | -50.9% | -10.1% |
| All | +207.4% | +36.4% | +171.0% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling