+3,701.6%
ALNY vs LSCC
+1,385.9%
+2,315.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | +12.2% | +1.3% | +10.9% | +11.9% |
| 30D | +16.3% | -9.7% | +26.0% | +18.8% |
| 3M | -12.4% | -23.7% | +11.3% | -9.3% |
| 6M | -18.7% | +26.5% | -45.2% | -26.6% |
| YTD | -33.1% | +57.5% | -90.6% | -43.4% |
| 1Y | -41.3% | +75.7% | -117.0% | -52.1% |
| 3Y | +32.3% | +19.5% | +12.8% | +10.3% |
| 5Y | +34.8% | +83.8% | -49.0% | -5.0% |
| 10Y | +284.7% | +1,772.4% | -1,487.7% | +27.6% |
| All | +3,701.6% | +1,385.9% | +2,315.7% | +752.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling