+51.5%
LDOS vs ALHC
-61.8%
+113.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.3% |
| 7D | -5.8% | +3.9% | -9.7% | -5.9% |
| 30D | +11.6% | -3.6% | +15.2% | +11.6% |
| 3M | -1.0% | -49.4% | +48.4% | +0.6% |
| 6M | +5.1% | -59.5% | +64.5% | +7.0% |
| YTD | -24.0% | -63.2% | +39.1% | -22.5% |
| 1Y | -30.3% | -55.5% | +25.2% | -29.3% |
| 3Y | +37.0% | +23.0% | +13.9% | +32.3% |
| 5Y | +53.4% | -65.7% | +119.1% | +49.2% |
| All | +51.5% | -61.8% | +113.3% | +45.6% |
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