+173.8%
LEN vs ALLY
+98.1%
+75.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.2% |
| 3M | +5.3% | -12.6% | +17.9% | +11.6% |
| 6M | -0.8% | -12.4% | +11.7% | +5.0% |
| YTD | -11.7% | -13.2% | +1.4% | -6.9% |
| 1Y | -24.6% | +1.8% | -26.4% | -25.8% |
| 3Y | -18.7% | +58.0% | -76.6% | -36.4% |
| 5Y | -4.4% | -8.4% | +4.0% | -8.9% |
| 10Y | +152.2% | +195.3% | -43.1% | +26.1% |
| All | +173.8% | +98.1% | +75.7% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling