+42.2%
ALB vs LSCC
+1,486.2%
-1,444.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.4% | -9.3% | -2.8% |
| 7D | +1.1% | +14.5% | -13.4% | -4.8% |
| 30D | -2.6% | -0.1% | -2.5% | -4.2% |
| 3M | -25.6% | -2.7% | -22.9% | -26.8% |
| 6M | -54.0% | -4.8% | -49.2% | -55.5% |
| YTD | -31.6% | +66.9% | -98.4% | -47.8% |
| 1Y | -6.6% | +85.8% | -92.4% | -32.0% |
| 3Y | -14.0% | +115.6% | -129.6% | -44.3% |
| 5Y | -62.5% | +48.8% | -111.3% | -74.1% |
| All | +42.2% | +1,486.2% | -1,444.0% | -49.0% |
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 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