-23.2%
LEN vs ALLY
+74.0%
-97.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -3.2% | +3.7% | -6.9% | -4.5% |
| 30D | -4.9% | -2.3% | -2.6% | -4.1% |
| 3M | -8.5% | +3.8% | -12.3% | -9.9% |
| 6M | -20.7% | +9.7% | -30.4% | -23.4% |
| YTD | -17.4% | -1.4% | -16.0% | -17.5% |
| 1Y | -38.2% | +8.2% | -46.5% | -40.7% |
| All | -23.2% | +74.0% | -97.2% | -40.8% |
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 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