-8.0%
LEN vs ALHC
-60.6%
+52.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -3.0% |
| 7D | -8.7% | -0.8% | -8.0% | -8.7% |
| 30D | +11.6% | -9.6% | +21.2% | +12.4% |
| 3M | -1.3% | -44.5% | +43.3% | +3.6% |
| 6M | -1.4% | -59.2% | +57.8% | +5.5% |
| YTD | -16.9% | -62.0% | +45.2% | -11.0% |
| 1Y | -31.2% | -54.8% | +23.7% | -27.7% |
| 3Y | -25.6% | +25.0% | -50.6% | -35.2% |
| 5Y | -13.3% | -65.3% | +52.1% | -19.3% |
| All | -8.0% | -60.6% | +52.6% | -19.4% |
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