+1,751.4%
LSCC vs ALLY
+191.1%
+1,560.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +1.3% | +3.7% | -2.4% | -0.4% |
| 30D | -9.7% | -2.3% | -7.4% | -8.7% |
| 3M | -23.7% | +3.8% | -27.5% | -25.1% |
| 6M | +26.5% | +9.7% | +16.8% | +21.1% |
| YTD | +57.5% | -1.4% | +58.9% | +57.9% |
| 1Y | +75.7% | +8.2% | +67.4% | +67.9% |
| 3Y | +19.5% | +66.5% | -47.0% | -6.5% |
| 5Y | +83.8% | +1.2% | +82.6% | +72.0% |
| All | +1,751.4% | +191.1% | +1,560.3% | +1,210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling