-18.7%
LEN vs ALLY
+54.4%
-73.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | +2.1% | +0.9% | +1.1% | +1.8% |
| 30D | +16.6% | +3.1% | +13.5% | +15.4% |
| 3M | +5.3% | -12.6% | +17.9% | +10.8% |
| 6M | -0.8% | -12.4% | +11.7% | +4.2% |
| YTD | -11.7% | -13.2% | +1.4% | -7.4% |
| 1Y | -24.6% | +1.8% | -26.4% | -25.6% |
| 3Y | -18.7% | +58.0% | -76.6% | -32.4% |
| All | -18.7% | +54.4% | -73.0% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling