+186.6%
LH vs ALLY
+178.4%
+8.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.4% |
| 7D | -0.8% | +1.0% | -1.9% | -1.2% |
| 30D | +2.0% | -3.3% | +5.3% | +2.9% |
| 3M | +24.3% | +0.5% | +23.8% | +23.7% |
| 6M | +21.1% | +12.6% | +8.5% | +16.1% |
| YTD | +30.4% | -4.7% | +35.1% | +31.2% |
| 1Y | +18.4% | +5.2% | +13.1% | +15.1% |
| 3Y | +65.5% | +66.5% | -1.0% | +34.0% |
| 5Y | +29.9% | +0.2% | +29.6% | +18.5% |
| 10Y | +186.6% | +180.8% | +5.9% | +60.5% |
| All | +186.6% | +178.4% | +8.2% | +60.5% |
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