+1,894.7%
LSCC vs ALLY
+117.4%
+1,777.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +2.9% |
| 7D | +5.2% | +1.0% | +4.2% | +4.6% |
| 30D | -9.6% | -3.3% | -6.4% | -8.3% |
| 3M | -17.8% | +0.5% | -18.2% | -18.0% |
| 6M | +37.4% | +12.6% | +24.8% | +29.9% |
| YTD | +59.7% | -4.7% | +64.4% | +62.5% |
| 1Y | +76.2% | +5.2% | +71.0% | +70.6% |
| 3Y | +28.2% | +66.5% | -38.3% | +0.5% |
| 5Y | +87.2% | +0.2% | +87.0% | +76.7% |
| 10Y | +1,795.0% | +180.8% | +1,614.2% | +1,029.9% |
| All | +1,894.7% | +117.4% | +1,777.3% | +1,100.4% |
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