+369.7%
LII vs ALLY
+101.5%
+268.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | +0.2% | -1.1% | +1.3% | +0.6% |
| 30D | -4.6% | +4.2% | -8.8% | -5.7% |
| 3M | -21.7% | -12.4% | -9.2% | -18.5% |
| 6M | -32.8% | -8.7% | -24.1% | -30.9% |
| YTD | -27.5% | -11.6% | -15.9% | -25.0% |
| 1Y | -28.0% | +0.2% | -28.1% | -28.2% |
| 3Y | -7.2% | +57.1% | -64.3% | -20.3% |
| 5Y | +22.6% | -6.8% | +29.4% | +17.4% |
| 10Y | +171.5% | +200.4% | -28.8% | +81.2% |
| All | +369.7% | +101.5% | +268.3% | +226.6% |
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 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