+5.3%
LVS vs ALLY
-9.5%
+14.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +11.1% | +0.9% | +10.1% | +10.8% |
| 30D | +14.7% | +3.1% | +11.6% | +13.5% |
| 3M | -10.9% | -12.6% | +1.6% | -7.0% |
| 6M | -22.3% | -12.4% | -9.9% | -19.3% |
| YTD | -35.8% | -13.2% | -22.7% | -33.4% |
| 1Y | -33.5% | +1.8% | -35.3% | -34.8% |
| 3Y | -11.7% | +58.0% | -69.7% | -29.1% |
| All | +5.3% | -9.5% | +14.8% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling