+2,233.8%
ALB vs LSCC
+2,558.4%
-324.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -8.6% | +12.2% | +5.5% |
| 7D | +5.5% | -4.8% | +10.3% | +6.2% |
| 30D | -7.5% | -27.1% | +19.6% | -1.3% |
| 3M | -16.9% | -23.6% | +6.7% | -12.7% |
| 6M | -49.2% | -19.8% | -29.4% | -47.8% |
| YTD | -29.9% | +33.2% | -63.1% | -36.1% |
| 1Y | +8.2% | +55.2% | -47.0% | -4.9% |
| 3Y | -19.4% | +70.1% | -89.5% | -31.9% |
| 5Y | -61.6% | +19.5% | -81.1% | -65.9% |
| 10Y | +34.6% | +1,164.9% | -1,130.3% | -25.7% |
| All | +2,233.8% | +2,558.4% | -324.7% | +827.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling