+344.4%
LH vs ALLY
+124.8%
+219.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -2.5% | +3.7% | -6.1% | -3.5% |
| 30D | +4.3% | -2.3% | +6.6% | +5.0% |
| 3M | +25.5% | +3.8% | +21.7% | +23.8% |
| 6M | +17.0% | +9.7% | +7.3% | +13.2% |
| YTD | +31.3% | -1.4% | +32.7% | +30.8% |
| 1Y | +20.0% | +8.2% | +11.7% | +15.8% |
| 3Y | +63.9% | +66.5% | -2.6% | +33.7% |
| 5Y | +30.9% | +1.2% | +29.7% | +19.4% |
| 10Y | +191.4% | +191.4% | 0.0% | +62.7% |
| All | +344.4% | +124.8% | +219.5% | +156.0% |
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