+141.5%
LTH vs ALLY
-9.5%
+151.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.5% |
| 7D | +4.5% | +0.9% | +3.6% | +4.0% |
| 30D | +16.3% | +3.1% | +13.3% | +14.5% |
| 3M | +8.4% | -12.6% | +20.9% | +15.5% |
| 6M | +40.3% | -12.4% | +52.7% | +48.7% |
| YTD | +77.3% | -13.2% | +90.4% | +87.9% |
| 1Y | +88.0% | +1.8% | +86.1% | +83.9% |
| 3Y | +274.3% | +58.0% | +216.3% | +173.8% |
| All | +141.5% | -9.5% | +151.0% | +150.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling