+0.8%
LEN vs ALHC
-61.8%
+62.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.3% |
| 7D | +0.6% | +3.9% | -3.2% | +0.2% |
| 30D | +19.4% | -3.6% | +23.1% | +19.6% |
| 3M | +4.5% | -49.4% | +53.9% | +10.7% |
| 6M | +4.9% | -59.5% | +64.4% | +12.3% |
| YTD | -8.9% | -63.2% | +54.3% | -2.1% |
| 1Y | -23.0% | -55.5% | +32.5% | -19.0% |
| 3Y | -16.7% | +23.0% | -39.7% | -27.4% |
| 5Y | -4.5% | -65.7% | +61.3% | -11.0% |
| All | +0.8% | -61.8% | +62.6% | -11.4% |
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