+132.4%
LEN vs ALLY
+174.3%
-41.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -5.8% | +0.4% | -6.1% | -5.9% |
| 30D | +13.7% | +5.2% | +8.5% | +11.4% |
| 3M | -3.9% | -13.3% | +9.4% | +2.4% |
| 6M | -0.4% | -6.7% | +6.3% | +2.7% |
| YTD | -16.8% | -12.8% | -4.0% | -12.3% |
| 1Y | -29.5% | +0.7% | -30.2% | -30.3% |
| 3Y | -25.6% | +65.2% | -90.8% | -43.3% |
| 5Y | -13.2% | -10.1% | -3.1% | -16.4% |
| All | +132.4% | +174.3% | -41.9% | +23.9% |
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