-15.3%
LVS vs ALLY
+124.8%
-140.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.5% | +3.7% | -5.2% | -3.0% |
| 30D | -3.2% | -2.3% | -1.0% | -2.4% |
| 3M | -12.0% | +3.8% | -15.8% | -13.7% |
| 6M | -19.9% | +9.7% | -29.6% | -23.6% |
| YTD | -30.6% | -1.4% | -29.2% | -31.1% |
| 1Y | -17.7% | +8.2% | -26.0% | -22.0% |
| 3Y | -14.2% | +66.5% | -80.7% | -35.7% |
| 5Y | +9.6% | +1.2% | +8.4% | -0.9% |
| 10Y | +5.7% | +191.4% | -185.8% | -43.6% |
| All | -15.3% | +124.8% | -140.1% | -51.4% |
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