+300.6%
LNT vs ALLY
+124.8%
+175.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -0.1% | +3.7% | -3.8% | -0.6% |
| 30D | -3.2% | -2.3% | -0.9% | -2.9% |
| 3M | -4.1% | +3.8% | -7.9% | -4.6% |
| 6M | -4.6% | +9.7% | -14.3% | -6.0% |
| YTD | +7.0% | -1.4% | +8.4% | +6.8% |
| 1Y | +8.3% | +8.2% | 0.0% | +6.4% |
| 3Y | +51.0% | +66.5% | -15.5% | +37.1% |
| 5Y | +30.2% | +1.2% | +29.0% | +23.9% |
| 10Y | +143.6% | +191.4% | -47.8% | +86.2% |
| All | +300.6% | +124.8% | +175.8% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling