+29.1%
ALNY vs LSCC
+27.3%
+1.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -2.3% |
| 7D | +5.7% | +5.2% | +0.5% | +5.4% |
| 30D | +18.7% | -9.6% | +28.3% | +19.2% |
| 3M | -11.0% | -17.8% | +6.8% | -10.0% |
| 6M | -18.9% | +37.4% | -56.3% | -23.0% |
| YTD | -34.6% | +59.7% | -94.3% | -39.2% |
| 1Y | -42.8% | +76.2% | -119.1% | -47.6% |
| 3Y | +29.1% | +28.2% | +0.9% | +6.0% |
| All | +29.1% | +27.3% | +1.9% | +6.0% |
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