+167.2%
LTH vs ALLY
-16.0%
+183.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +2.2% |
| 7D | +6.4% | -0.7% | +7.1% | +6.7% |
| 30D | +16.7% | +1.1% | +15.6% | +16.0% |
| 3M | +11.7% | -13.2% | +24.9% | +19.1% |
| 6M | +48.5% | -13.5% | +62.0% | +58.0% |
| YTD | +78.4% | -14.3% | +92.7% | +89.9% |
| 1Y | +89.7% | -1.1% | +90.8% | +88.3% |
| 3Y | +245.6% | +62.0% | +183.6% | +153.1% |
| 5Y | +142.7% | -9.6% | +152.3% | +134.4% |
| All | +167.2% | -16.0% | +183.1% | +152.6% |
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