+129.4%
LITE vs ALLY
+0.5%
+128.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.7% | +10.4% |
| 7D | -12.9% | -0.2% | -12.7% | -12.8% |
| 30D | -46.0% | +3.4% | -49.4% | -46.5% |
| 3M | -33.0% | -11.1% | -22.0% | -30.3% |
| 6M | -34.0% | -11.5% | -22.5% | -31.4% |
| YTD | +61.7% | -12.3% | +74.1% | +73.3% |
| All | +129.4% | +0.5% | +128.9% | +92.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling