+229.8%
ALNY vs LSCC
+1,351.6%
-1,121.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.5% | +10.8% | +6.3% |
| 7D | +5.8% | +7.0% | -1.1% | +4.4% |
| 30D | -26.5% | -2.3% | -24.2% | -26.6% |
| 3M | -27.3% | -12.5% | -14.8% | -26.4% |
| 6M | -43.4% | -10.6% | -32.8% | -44.3% |
| YTD | -58.5% | +52.7% | -111.2% | -64.1% |
| 1Y | -63.6% | +74.0% | -137.6% | -69.5% |
| 3Y | 0.0% | +104.8% | -104.8% | -24.7% |
| 5Y | -3.4% | +36.2% | -39.7% | -24.6% |
| All | +229.8% | +1,351.6% | -1,121.7% | +41.2% |
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 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