+1.4%
LVS vs ALLY
+178.4%
-176.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.5% |
| 7D | +0.3% | +1.0% | -0.7% | -0.1% |
| 30D | -3.9% | -3.3% | -0.6% | -2.6% |
| 3M | -12.9% | +0.5% | -13.3% | -13.4% |
| 6M | -16.9% | +12.6% | -29.5% | -21.7% |
| YTD | -31.2% | -4.7% | -26.6% | -30.8% |
| 1Y | -16.4% | +5.2% | -21.6% | -19.8% |
| 3Y | -4.4% | +66.5% | -70.9% | -28.7% |
| 5Y | +6.7% | +0.2% | +6.4% | -3.0% |
| 10Y | +1.4% | +180.8% | -179.3% | -35.3% |
| All | +1.4% | +178.4% | -176.9% | -35.3% |
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