+162.2%
LEN vs ALLY
+201.0%
-38.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.8% |
| 7D | +0.6% | -0.2% | +0.8% | +0.8% |
| 30D | +19.4% | +3.4% | +16.0% | +17.8% |
| 3M | +4.5% | -11.1% | +15.6% | +10.0% |
| 6M | +4.9% | -11.5% | +16.4% | +10.6% |
| YTD | -8.9% | -12.3% | +3.4% | -4.2% |
| 1Y | -23.0% | +1.1% | -24.1% | -24.0% |
| 3Y | -16.7% | +64.8% | -81.5% | -36.5% |
| 5Y | -4.5% | -6.9% | +2.4% | -9.5% |
| 10Y | +162.2% | +194.9% | -32.8% | +32.8% |
| All | +162.2% | +201.0% | -38.9% | +32.8% |
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