+59.4%
LH vs ALLY
-10.0%
+69.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +16.7% | +5.2% | +11.5% | +15.5% |
| 3M | +15.1% | -13.3% | +28.4% | +18.5% |
| 6M | +46.3% | -6.7% | +53.0% | +48.0% |
| YTD | +48.8% | -12.8% | +61.6% | +52.2% |
| 1Y | +39.7% | +0.7% | +39.0% | +38.5% |
| 3Y | +87.0% | +65.2% | +21.8% | +62.6% |
| All | +59.4% | -10.0% | +69.4% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling