-12.9%
ALB vs LSCC
+81.4%
-94.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -2.0% |
| 7D | +9.1% | +13.0% | -3.9% | +2.9% |
| 30D | -3.4% | -19.8% | +16.4% | +4.4% |
| 3M | -20.6% | -18.4% | -2.2% | -15.7% |
| 6M | -48.2% | -16.1% | -32.1% | -47.3% |
| YTD | -29.2% | +42.7% | -72.0% | -45.1% |
| 1Y | +10.0% | +68.0% | -58.0% | -21.5% |
| 3Y | -12.9% | +85.8% | -98.7% | -48.9% |
| All | -12.9% | +81.4% | -94.3% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling