+164.2%
LTH vs ALLY
-14.1%
+178.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +7.0% | -0.2% | +7.2% | +7.1% |
| 30D | +15.4% | +3.4% | +12.0% | +13.5% |
| 3M | +7.0% | -11.1% | +18.1% | +12.9% |
| 6M | +46.9% | -11.5% | +58.3% | +54.6% |
| YTD | +76.4% | -12.3% | +88.7% | +85.8% |
| 1Y | +83.7% | +1.1% | +82.6% | +80.5% |
| 3Y | +248.9% | +64.8% | +184.1% | +153.6% |
| 5Y | +141.8% | -6.9% | +148.7% | +131.7% |
| All | +164.2% | -14.1% | +178.2% | +147.2% |
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