+424.0%
LII vs ALLY
+124.8%
+299.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | -0.7% | +3.7% | -4.4% | -1.8% |
| 30D | -12.6% | -2.3% | -10.4% | -12.0% |
| 3M | -24.4% | +3.8% | -28.3% | -25.2% |
| 6M | -28.7% | +9.7% | -38.4% | -30.6% |
| YTD | -19.1% | -1.4% | -17.7% | -19.0% |
| 1Y | -29.7% | +8.2% | -37.9% | -31.7% |
| 3Y | +4.8% | +66.5% | -61.7% | -11.9% |
| 5Y | +24.6% | +1.2% | +23.4% | +15.9% |
| 10Y | +169.2% | +191.4% | -22.2% | +78.7% |
| All | +424.0% | +124.8% | +299.1% | +252.5% |
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 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