+1,147.2%
LSCC vs ALLY
+194.4%
+952.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.3% | -7.3% | -8.0% |
| 7D | -4.8% | -1.1% | -3.7% | -4.2% |
| 30D | -27.1% | +4.2% | -31.3% | -28.6% |
| 3M | -23.6% | -12.4% | -11.2% | -19.0% |
| 6M | -19.8% | -8.7% | -11.2% | -16.7% |
| YTD | +33.2% | -11.6% | +44.9% | +40.2% |
| 1Y | +55.2% | +0.2% | +55.1% | +53.9% |
| 3Y | +70.1% | +57.1% | +13.0% | +37.3% |
| 5Y | +19.5% | -6.8% | +26.4% | +16.6% |
| All | +1,147.2% | +194.4% | +952.8% | +748.3% |
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