+31.4%
ALB vs LSCC
+1,244.7%
-1,213.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -1.8% |
| 7D | +9.1% | +13.0% | -3.9% | +3.3% |
| 30D | -3.4% | -19.8% | +16.4% | +3.7% |
| 3M | -20.6% | -18.4% | -2.2% | -16.1% |
| 6M | -48.2% | -16.1% | -32.1% | -47.2% |
| YTD | -29.2% | +42.7% | -72.0% | -42.5% |
| 1Y | +10.0% | +68.0% | -58.0% | -16.6% |
| 3Y | -12.9% | +85.8% | -98.7% | -40.1% |
| 5Y | -61.3% | +28.0% | -89.3% | -71.5% |
| All | +31.4% | +1,244.7% | -1,213.3% | -51.2% |
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