+260.7%
LH vs ALLY
+182.8%
+77.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.4% |
| 7D | +4.8% | -0.7% | +5.5% | +5.0% |
| 30D | +18.8% | +1.1% | +17.7% | +18.4% |
| 3M | +15.7% | -13.2% | +28.9% | +20.4% |
| 6M | +46.7% | -13.5% | +60.1% | +52.4% |
| YTD | +48.9% | -14.3% | +63.2% | +54.5% |
| 1Y | +43.5% | -1.1% | +44.6% | +42.4% |
| 3Y | +86.9% | +62.0% | +24.9% | +53.0% |
| 5Y | +60.4% | -9.6% | +70.0% | +51.7% |
| 10Y | +260.7% | +176.0% | +84.8% | +102.5% |
| All | +260.7% | +182.8% | +77.9% | +102.5% |
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