+50.0%
LULU vs ALLY
+189.7%
-139.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.6% | -3.8% | +2.2% | -0.3% |
| 30D | -18.1% | -4.9% | -13.2% | -16.7% |
| 3M | -18.8% | -2.6% | -16.2% | -18.2% |
| 6M | -39.2% | +15.7% | -54.9% | -42.5% |
| YTD | -52.4% | -5.2% | -47.2% | -51.7% |
| 1Y | -40.3% | +2.8% | -43.1% | -41.3% |
| 3Y | -75.1% | +63.4% | -138.5% | -79.7% |
| 5Y | -76.7% | -2.6% | -74.2% | -78.3% |
| All | +50.0% | +189.7% | -139.8% | -6.6% |
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