+1,236.1%
LSCC vs ALLY
+189.4%
+1,046.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +7.9% |
| 7D | +13.0% | +0.9% | +12.0% | +12.3% |
| 30D | -19.8% | +3.1% | -22.9% | -21.2% |
| 3M | -18.4% | -12.6% | -5.8% | -13.4% |
| 6M | -16.1% | -12.4% | -3.7% | -11.2% |
| YTD | +42.7% | -13.2% | +55.9% | +51.3% |
| 1Y | +68.0% | +1.8% | +66.2% | +65.2% |
| 3Y | +85.8% | +58.0% | +27.9% | +49.7% |
| 5Y | +28.0% | -8.4% | +36.5% | +25.9% |
| All | +1,236.1% | +189.4% | +1,046.8% | +815.5% |
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 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