+1,402.3%
LITE vs ALLY
+189.4%
+1,213.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.4% |
| 7D | -35.9% | +0.9% | -36.9% | -36.4% |
| 30D | -51.5% | +3.1% | -54.6% | -52.3% |
| 3M | -35.7% | -12.6% | -23.2% | -32.5% |
| 6M | -43.0% | -12.4% | -30.5% | -40.5% |
| YTD | +46.1% | -13.2% | +59.3% | +52.0% |
| 1Y | +124.7% | +1.8% | +122.9% | +119.0% |
| 3Y | +1,172.1% | +58.0% | +1,114.1% | +939.0% |
| 5Y | +477.0% | -8.4% | +485.4% | +458.7% |
| All | +1,402.3% | +189.4% | +1,213.0% | +817.0% |
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