+2,043.2%
LLY vs ALLY
+189.4%
+1,853.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -4.5% | +0.9% | -5.4% | -4.6% |
| 30D | +13.9% | +3.1% | +10.8% | +13.5% |
| 3M | +13.8% | -12.6% | +26.3% | +15.4% |
| 6M | +37.6% | -12.4% | +50.0% | +39.3% |
| YTD | +26.6% | -13.2% | +39.8% | +28.1% |
| 1Y | +45.3% | +1.8% | +43.5% | +44.4% |
| 3Y | +132.2% | +58.0% | +74.3% | +117.6% |
| 5Y | +434.7% | -8.4% | +443.1% | +425.7% |
| All | +2,043.2% | +189.4% | +1,853.9% | +1,677.1% |
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