+52.9%
LDOS vs ALHC
-62.4%
+115.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.2% | +0.3% |
| 7D | -3.7% | -6.2% | +2.5% | -3.6% |
| 30D | +16.4% | -9.7% | +26.1% | +16.6% |
| 3M | +7.4% | -44.7% | +52.1% | +9.0% |
| 6M | -0.3% | -58.7% | +58.4% | +1.5% |
| YTD | -24.0% | -61.7% | +37.7% | -22.4% |
| 1Y | -29.6% | -55.7% | +26.1% | -28.5% |
| 3Y | +35.1% | +25.6% | +9.5% | +29.9% |
| 5Y | +52.9% | -65.8% | +118.7% | +44.5% |
| All | +52.9% | -62.4% | +115.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling