-48.8%
LITE vs ALLY
-8.5%
-40.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.3% | -17.3% | -19.2% |
| 7D | -44.6% | -1.1% | -43.4% | -44.3% |
| 30D | -55.0% | +4.2% | -59.2% | -53.9% |
| 3M | -38.3% | -12.4% | -25.9% | -39.7% |
| 6M | -48.8% | -8.7% | -40.1% | -49.4% |
| All | -48.8% | -8.5% | -40.2% | -49.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling