+275.0%
LH vs ALLY
+201.0%
+74.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | +19.1% | +3.4% | +15.7% | +17.9% |
| 3M | +16.7% | -11.1% | +27.8% | +20.7% |
| 6M | +47.0% | -11.5% | +58.5% | +51.8% |
| YTD | +49.3% | -12.3% | +61.6% | +53.9% |
| 1Y | +48.6% | +1.1% | +47.5% | +46.5% |
| 3Y | +87.8% | +64.8% | +23.0% | +53.0% |
| 5Y | +65.0% | -6.9% | +71.9% | +54.6% |
| 10Y | +275.0% | +194.9% | +80.0% | +98.4% |
| All | +275.0% | +201.0% | +74.0% | +98.4% |
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 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