+1,720.9%
LSCC vs ALLY
+104.2%
+1,616.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | -0.5% |
| 7D | +3.0% | +2.4% | +0.6% | +1.8% |
| 30D | -19.3% | +5.6% | -24.8% | -21.5% |
| 3M | -22.3% | -11.7% | -10.6% | -18.0% |
| 6M | -14.6% | -7.0% | -7.5% | -12.1% |
| YTD | +45.8% | -10.4% | +56.2% | +52.2% |
| 1Y | +69.6% | +2.4% | +67.2% | +66.4% |
| 3Y | +86.1% | +59.2% | +26.9% | +49.5% |
| 5Y | +30.7% | -5.0% | +35.7% | +26.7% |
| 10Y | +1,283.9% | +204.5% | +1,079.4% | +697.5% |
| All | +1,720.9% | +104.2% | +1,616.6% | +1,024.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling