+1,103.8%
LITE vs ALLY
+57.0%
+1,046.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.3% | -17.3% | -17.9% |
| 7D | -44.6% | -1.1% | -43.4% | -44.3% |
| 30D | -55.0% | +4.2% | -59.2% | -56.3% |
| 3M | -38.3% | -12.4% | -25.9% | -33.8% |
| 6M | -48.8% | -8.7% | -40.1% | -47.1% |
| YTD | +38.3% | -11.6% | +49.9% | +44.4% |
| 1Y | +119.0% | +0.2% | +118.8% | +109.9% |
| All | +1,103.8% | +57.0% | +1,046.8% | +728.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling