+398.3%
LH vs ALLY
+98.1%
+300.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | +17.5% | +3.1% | +14.4% | +16.4% |
| 3M | +16.1% | -12.6% | +28.6% | +20.5% |
| 6M | +43.4% | -12.4% | +55.8% | +48.4% |
| YTD | +47.2% | -13.2% | +60.3% | +52.1% |
| 1Y | +50.1% | +1.8% | +48.3% | +47.8% |
| 3Y | +81.2% | +58.0% | +23.2% | +50.3% |
| 5Y | +63.7% | -8.4% | +72.1% | +54.1% |
| 10Y | +269.2% | +195.3% | +73.9% | +105.9% |
| All | +398.3% | +98.1% | +300.2% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling