-31.8%
LVS vs ALLY
+4.2%
-36.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.7% | +5.6% |
| 7D | +13.4% | +2.4% | +11.0% | +12.8% |
| 30D | +12.2% | +5.6% | +6.6% | +10.9% |
| 3M | -10.7% | -11.7% | +1.0% | -8.9% |
| 6M | -19.8% | -7.0% | -12.8% | -19.2% |
| YTD | -35.8% | -10.4% | -25.3% | -35.3% |
| 1Y | -31.8% | +2.4% | -34.2% | -34.1% |
| All | -31.8% | +4.2% | -36.0% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling