+10.0%
ALB vs LSCC
+68.2%
-58.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -1.1% |
| 7D | +9.1% | +13.0% | -3.9% | +4.6% |
| 30D | -3.4% | -19.8% | +16.4% | +2.5% |
| 3M | -20.6% | -18.4% | -2.2% | -16.7% |
| 6M | -48.2% | -16.1% | -32.1% | -47.4% |
| YTD | -29.2% | +42.7% | -72.0% | -41.9% |
| 1Y | +10.0% | +68.0% | -58.0% | -12.3% |
| All | +10.0% | +68.2% | -58.2% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling