-13.7%
ALB vs LSCC
+69.3%
-83.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -8.6% | +12.2% | +7.0% |
| 7D | +5.5% | -4.8% | +10.3% | +6.7% |
| 30D | -7.5% | -27.1% | +19.6% | +4.0% |
| 3M | -16.9% | -23.6% | +6.7% | -9.4% |
| 6M | -49.2% | -19.8% | -29.4% | -47.5% |
| YTD | -29.9% | +33.2% | -63.1% | -44.0% |
| 1Y | +8.2% | +55.2% | -47.0% | -20.1% |
| All | -13.7% | +69.3% | -83.0% | -47.9% |
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