+331.6%
LNT vs ALLY
+98.1%
+233.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | +1.4% | +0.9% | +0.5% | +1.3% |
| 30D | +12.3% | +3.1% | +9.2% | +11.8% |
| 3M | +5.3% | -12.6% | +17.9% | +7.1% |
| 6M | +2.0% | -12.4% | +14.5% | +3.6% |
| YTD | +15.3% | -13.2% | +28.4% | +16.9% |
| 1Y | +12.3% | +1.8% | +10.5% | +11.3% |
| 3Y | +59.1% | +58.0% | +1.1% | +45.3% |
| 5Y | +51.7% | -8.4% | +60.1% | +46.4% |
| 10Y | +170.1% | +195.3% | -25.1% | +108.2% |
| All | +331.6% | +98.1% | +233.5% | +242.3% |
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 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