-21.4%
LVS vs ALLY
+95.5%
-116.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.5% |
| 7D | +6.7% | -0.7% | +7.4% | +7.0% |
| 30D | +13.8% | +1.1% | +12.6% | +13.2% |
| 3M | -9.5% | -13.2% | +3.7% | -4.2% |
| 6M | -22.0% | -13.5% | -8.6% | -17.9% |
| YTD | -35.7% | -14.3% | -21.4% | -32.4% |
| 1Y | -36.7% | -1.1% | -35.5% | -37.5% |
| 3Y | -8.8% | +62.0% | -70.9% | -31.0% |
| 5Y | +9.5% | -9.6% | +19.2% | +3.9% |
| 10Y | -10.9% | +176.0% | -186.9% | -51.3% |
| All | -21.4% | +95.5% | -116.9% | -52.3% |
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 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