+38.6%
ALB vs LSCC
+1,351.6%
-1,312.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +0.7% |
| 7D | -5.8% | +7.0% | -12.7% | -8.6% |
| 30D | -4.5% | -2.3% | -2.2% | -5.3% |
| 3M | -28.1% | -12.5% | -15.6% | -26.3% |
| 6M | -53.2% | -10.6% | -42.6% | -53.6% |
| YTD | -33.3% | +52.7% | -86.0% | -47.4% |
| 1Y | -17.4% | +74.0% | -91.4% | -38.4% |
| 3Y | -14.1% | +104.8% | -118.9% | -43.3% |
| 5Y | -64.0% | +36.2% | -100.3% | -74.3% |
| All | +38.6% | +1,351.6% | -1,312.9% | -48.6% |
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