+100.6%
LEN vs ALLY
+178.4%
-77.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.4% |
| 7D | -2.9% | +1.0% | -3.9% | -3.3% |
| 30D | -8.9% | -3.3% | -5.6% | -7.6% |
| 3M | -10.9% | +0.5% | -11.4% | -11.2% |
| 6M | -19.7% | +12.6% | -32.3% | -23.9% |
| YTD | -20.6% | -4.7% | -15.9% | -19.5% |
| 1Y | -42.4% | +5.2% | -47.7% | -44.4% |
| 3Y | -26.5% | +66.5% | -93.0% | -44.4% |
| 5Y | -10.9% | +0.2% | -11.2% | -18.8% |
| 10Y | +100.6% | +180.8% | -80.1% | +3.4% |
| All | +100.6% | +178.4% | -77.8% | +3.4% |
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 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