+243.5%
ALNY vs LSCC
+1,498.6%
-1,255.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.4% | -4.9% | +3.6% |
| 7D | -0.8% | +14.5% | -15.2% | -3.3% |
| 30D | -29.6% | -0.1% | -29.5% | -30.0% |
| 3M | -27.7% | -2.7% | -25.1% | -28.2% |
| 6M | -43.9% | -4.8% | -39.1% | -45.4% |
| YTD | -59.8% | +66.9% | -126.7% | -65.7% |
| 1Y | -64.6% | +85.8% | -150.5% | -70.6% |
| 3Y | -1.3% | +115.6% | -116.8% | -26.1% |
| 5Y | -7.6% | +48.8% | -56.4% | -28.9% |
| 10Y | +243.5% | +1,490.3% | -1,246.8% | +45.5% |
| All | +243.5% | +1,498.6% | -1,255.1% | +45.5% |
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