+22.6%
LII vs ALLY
-7.4%
+30.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | +0.2% | -1.1% | +1.3% | +0.6% |
| 30D | -4.6% | +4.2% | -8.8% | -5.9% |
| 3M | -21.7% | -12.4% | -9.2% | -17.9% |
| 6M | -32.8% | -8.7% | -24.1% | -30.5% |
| YTD | -27.5% | -11.6% | -15.9% | -24.5% |
| 1Y | -28.0% | +0.2% | -28.1% | -28.3% |
| 3Y | -7.2% | +57.1% | -64.3% | -22.6% |
| 5Y | +22.6% | -6.8% | +29.4% | +16.5% |
| All | +22.6% | -7.4% | +30.0% | +16.5% |
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