+165.4%
LII vs ALLY
+189.4%
-24.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | -4.6% | +3.1% | -7.7% | -5.4% |
| 3M | -21.2% | -12.6% | -8.7% | -17.9% |
| 6M | -36.4% | -12.4% | -24.0% | -33.7% |
| YTD | -28.9% | -13.2% | -15.8% | -25.9% |
| 1Y | -29.5% | +1.8% | -31.4% | -30.1% |
| 3Y | -8.6% | +58.0% | -66.5% | -22.1% |
| 5Y | +20.2% | -8.4% | +28.6% | +15.4% |
| All | +165.4% | +189.4% | -24.0% | +87.6% |
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