+2,080.1%
LLY vs ALLY
+174.3%
+1,905.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | +6.7% | +0.4% | +6.4% | +6.7% |
| 30D | +19.6% | +5.2% | +14.3% | +18.9% |
| 3M | +19.7% | -13.3% | +33.0% | +21.5% |
| 6M | +42.7% | -6.7% | +49.4% | +43.5% |
| YTD | +35.1% | -12.8% | +48.0% | +36.7% |
| 1Y | +42.2% | +0.7% | +41.5% | +41.5% |
| 3Y | +140.8% | +65.2% | +75.6% | +124.6% |
| 5Y | +480.6% | -10.1% | +490.7% | +472.3% |
| All | +2,080.1% | +174.3% | +1,905.8% | +1,774.3% |
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 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