+182.5%
LNT vs ALLY
+182.8%
-0.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | +1.6% | -0.7% | +2.2% | +1.6% |
| 30D | +12.1% | +1.1% | +10.9% | +11.9% |
| 3M | +8.2% | -13.2% | +21.4% | +10.3% |
| 6M | +3.6% | -13.5% | +17.1% | +5.5% |
| YTD | +16.2% | -14.3% | +30.5% | +18.1% |
| 1Y | +12.8% | -1.1% | +13.9% | +12.2% |
| 3Y | +66.5% | +62.0% | +4.5% | +49.9% |
| 5Y | +53.8% | -9.6% | +63.5% | +48.4% |
| 10Y | +182.5% | +176.0% | +6.6% | +116.0% |
| All | +182.5% | +182.8% | -0.3% | +116.0% |
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