-22.5%
LEN vs ALLY
+4.2%
-26.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.8% | +3.3% | +5.3% |
| 7D | +10.5% | +2.4% | +8.1% | +9.2% |
| 30D | +24.6% | +5.6% | +19.1% | +21.7% |
| 3M | +6.6% | -11.7% | +18.3% | +12.0% |
| 6M | +10.6% | -7.0% | +17.7% | +13.4% |
| YTD | -8.3% | -10.4% | +2.1% | -5.1% |
| 1Y | -22.5% | +2.4% | -24.9% | -27.6% |
| All | -22.5% | +4.2% | -26.8% | -27.6% |
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