+2,066.3%
ALNY vs LSCC
+1,326.3%
+740.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.6% |
| 7D | -5.2% | +5.0% | -10.2% | -6.4% |
| 30D | -34.8% | -11.7% | -23.1% | -33.4% |
| 3M | -30.1% | -13.3% | -16.8% | -28.8% |
| 6M | -48.6% | -12.5% | -36.1% | -49.4% |
| YTD | -61.9% | +51.2% | -113.1% | -67.8% |
| 1Y | -65.7% | +65.9% | -131.6% | -71.7% |
| 3Y | -6.3% | +95.3% | -101.7% | -31.7% |
| 5Y | -14.0% | +38.6% | -52.6% | -35.4% |
| 10Y | +231.4% | +1,352.3% | -1,121.0% | +18.1% |
| All | +2,066.3% | +1,326.3% | +740.0% | +384.4% |
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 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