+18.4%
LH vs ALLY
+5.0%
+13.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | -0.8% | +1.0% | -1.9% | -1.0% |
| 30D | +2.0% | -3.3% | +5.3% | +2.6% |
| 3M | +24.3% | +0.5% | +23.8% | +23.8% |
| 6M | +21.1% | +12.6% | +8.5% | +17.6% |
| YTD | +30.4% | -4.7% | +35.1% | +30.6% |
| 1Y | +18.4% | +5.2% | +13.1% | +15.7% |
| All | +18.4% | +5.0% | +13.3% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling