+51.6%
DLR vs ALHC
-61.8%
+113.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.4% |
| 7D | +2.4% | +3.9% | -1.5% | +2.2% |
| 30D | +0.7% | -3.6% | +4.4% | +0.9% |
| 3M | -6.4% | -49.4% | +43.0% | -3.6% |
| 6M | -6.5% | -59.5% | +52.9% | -3.3% |
| YTD | +18.8% | -63.2% | +82.0% | +23.1% |
| 1Y | +9.0% | -55.5% | +64.5% | +11.8% |
| 3Y | +54.5% | +23.0% | +31.5% | +43.6% |
| 5Y | +35.8% | -65.7% | +101.6% | +29.9% |
| All | +51.6% | -61.8% | +113.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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