+40.8%
ALB vs LSCC
+1,398.6%
-1,357.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.6% | -3.3% |
| 7D | +9.5% | +19.3% | -9.9% | +1.4% |
| 30D | -2.1% | -9.6% | +7.5% | +0.3% |
| 3M | -24.1% | -12.4% | -11.7% | -22.1% |
| 6M | -51.0% | -10.5% | -40.6% | -51.3% |
| YTD | -29.3% | +54.8% | -84.1% | -44.4% |
| 1Y | +3.2% | +79.4% | -76.2% | -23.8% |
| 3Y | -9.3% | +109.6% | -118.9% | -40.5% |
| 5Y | -61.6% | +40.4% | -102.0% | -72.7% |
| 10Y | +40.8% | +1,379.1% | -1,338.3% | -48.4% |
| All | +40.8% | +1,398.6% | -1,357.8% | -48.4% |
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