+1,860.1%
LSCC vs ALLY
+115.1%
+1,745.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.2% |
| 7D | +1.4% | -1.9% | +3.3% | +2.2% |
| 30D | -10.0% | -4.5% | -5.6% | -8.2% |
| 3M | -16.1% | -2.8% | -13.2% | -15.0% |
| 6M | +27.4% | +10.3% | +17.1% | +21.6% |
| YTD | +56.9% | -5.7% | +62.6% | +60.5% |
| 1Y | +74.6% | +3.9% | +70.6% | +70.0% |
| 3Y | +26.0% | +64.7% | -38.8% | -0.7% |
| 5Y | +86.1% | -2.6% | +88.7% | +77.8% |
| 10Y | +1,830.6% | +186.0% | +1,644.6% | +1,042.4% |
| All | +1,860.1% | +115.1% | +1,745.0% | +1,085.5% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling