+189.3%
ALAB vs LSCC
+27.3%
+162.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -8.6% | -11.0% | -13.5% |
| 7D | -38.2% | -4.8% | -33.4% | -35.8% |
| 30D | -54.0% | -27.1% | -26.9% | -42.1% |
| 3M | -43.6% | -23.6% | -20.0% | -31.2% |
| 6M | -16.8% | -19.8% | +3.0% | +3.8% |
| YTD | +7.9% | +33.2% | -25.3% | -4.0% |
| 1Y | -1.4% | +55.2% | -56.6% | -20.0% |
| All | +189.3% | +27.3% | +162.0% | +119.0% |
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 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