+248.7%
ALNY vs LSCC
+1,870.1%
-1,621.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -3.5% | +1.4% | -4.9% | -3.7% |
| 30D | +18.9% | -10.0% | +28.9% | +20.8% |
| 3M | -13.3% | -16.1% | +2.7% | -12.3% |
| 6M | -20.3% | +27.4% | -47.7% | -26.6% |
| YTD | -35.1% | +56.9% | -92.0% | -43.2% |
| 1Y | -46.5% | +74.6% | -121.1% | -54.4% |
| 3Y | +28.1% | +26.0% | +2.1% | +10.4% |
| 5Y | +36.1% | +86.1% | -50.0% | +2.0% |
| All | +248.7% | +1,870.1% | -1,621.4% | +51.4% |
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