+446.1%
LITE vs ALLY
-7.4%
+453.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.3% | -17.3% | -18.0% |
| 7D | -44.6% | -1.1% | -43.4% | -44.4% |
| 30D | -55.0% | +4.2% | -59.2% | -56.1% |
| 3M | -38.3% | -12.4% | -25.9% | -34.9% |
| 6M | -48.8% | -8.7% | -40.1% | -47.4% |
| YTD | +38.3% | -11.6% | +49.9% | +43.2% |
| 1Y | +119.0% | +0.2% | +118.8% | +113.8% |
| 3Y | +1,092.0% | +57.1% | +1,034.9% | +863.6% |
| 5Y | +446.1% | -6.8% | +452.9% | +441.7% |
| All | +446.1% | -7.4% | +453.5% | +441.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling