+69.6%
LSCC vs ALLY
+4.2%
+65.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | -0.7% |
| 7D | +3.0% | +2.4% | +0.6% | +1.8% |
| 30D | -19.3% | +5.6% | -24.8% | -21.7% |
| 3M | -22.3% | -11.7% | -10.6% | -16.5% |
| 6M | -14.6% | -7.0% | -7.5% | -11.6% |
| YTD | +45.8% | -10.4% | +56.2% | +51.6% |
| 1Y | +69.6% | +2.4% | +67.2% | +64.7% |
| All | +69.6% | +4.2% | +65.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling