-25.6%
LEN vs ALLY
+65.3%
-90.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.7% |
| 3M | -3.9% | -13.3% | +9.4% | +1.5% |
| 6M | -0.4% | -6.7% | +6.3% | +2.3% |
| YTD | -16.8% | -12.8% | -4.0% | -12.8% |
| 1Y | -29.5% | +0.7% | -30.2% | -30.1% |
| 3Y | -25.6% | +65.2% | -90.8% | -37.7% |
| All | -25.6% | +65.3% | -90.9% | -37.7% |
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