+2,331.0%
LITE vs ALLY
+191.1%
+2,139.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | +3.7% | -5.2% | -3.1% |
| 30D | +6.7% | -2.3% | +8.9% | +7.6% |
| 3M | -6.8% | +3.8% | -10.6% | -8.6% |
| 6M | +29.4% | +9.7% | +19.7% | +23.2% |
| YTD | +139.1% | -1.4% | +140.5% | +137.3% |
| 1Y | +521.0% | +8.2% | +512.8% | +491.6% |
| 3Y | +1,535.3% | +66.5% | +1,468.8% | +1,205.7% |
| 5Y | +889.8% | +1.2% | +888.6% | +819.5% |
| All | +2,331.0% | +191.1% | +2,139.9% | +1,295.6% |
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