-62.3%
EL vs ALHC
-29.3%
-33.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +1.7% | -1.0% | +2.6% | +1.8% |
| 30D | +15.5% | -6.3% | +21.8% | +16.0% |
| 3M | +20.6% | -12.3% | +32.9% | +20.8% |
| 6M | +10.5% | -27.0% | +37.5% | +11.9% |
| YTD | -1.9% | -31.8% | +30.0% | -0.3% |
| 1Y | +16.1% | -17.0% | +33.1% | +15.7% |
| 3Y | -30.2% | +159.8% | -190.1% | -42.2% |
| 5Y | -67.4% | -25.1% | -42.2% | -70.8% |
| All | -62.3% | -29.3% | -33.0% | -66.1% |
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