+143.7%
LEN vs ALLY
+182.8%
-39.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.1% | -4.4% |
| 7D | +0.7% | -0.7% | +1.3% | +1.1% |
| 30D | +13.0% | +1.1% | +11.9% | +12.7% |
| 3M | +1.9% | -13.2% | +15.1% | +8.5% |
| 6M | -0.7% | -13.5% | +12.7% | +5.7% |
| YTD | -13.8% | -14.3% | +0.5% | -8.4% |
| 1Y | -28.1% | -1.1% | -26.9% | -28.3% |
| 3Y | -22.8% | +62.0% | -84.8% | -40.7% |
| 5Y | -7.4% | -9.6% | +2.3% | -11.0% |
| 10Y | +143.7% | +176.0% | -32.3% | +26.8% |
| All | +143.7% | +182.8% | -39.1% | +26.8% |
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