-6.3%
ALNY vs LSCC
+101.3%
-107.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.0% |
| 7D | -5.2% | +5.0% | -10.2% | -5.5% |
| 30D | -34.8% | -11.7% | -23.1% | -34.5% |
| 3M | -30.1% | -13.3% | -16.8% | -29.8% |
| 6M | -48.6% | -12.5% | -36.1% | -48.9% |
| YTD | -61.9% | +51.2% | -113.1% | -64.8% |
| 1Y | -65.7% | +65.9% | -131.6% | -68.6% |
| 3Y | -6.3% | +95.3% | -101.7% | -22.4% |
| All | -6.3% | +101.3% | -107.7% | -22.4% |
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 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