-14.6%
LSCC vs ALLY
-7.6%
-7.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | -0.3% |
| 7D | +3.0% | +2.4% | +0.6% | +2.2% |
| 30D | -19.3% | +5.6% | -24.8% | -21.0% |
| 3M | -22.3% | -11.7% | -10.6% | -16.3% |
| 6M | -14.6% | -7.0% | -7.5% | -10.8% |
| All | -14.6% | -7.6% | -7.0% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling