-11.7%
LEN vs ALHC
-31.6%
+19.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | -3.4% | -4.1% | +0.7% | -3.0% |
| 30D | -5.7% | -5.4% | -0.2% | -5.2% |
| 3M | -12.2% | -32.1% | +19.9% | -9.4% |
| 6M | -18.3% | -28.5% | +10.2% | -16.7% |
| YTD | -20.2% | -34.0% | +13.8% | -18.3% |
| 1Y | -40.1% | -20.9% | -19.1% | -39.9% |
| 3Y | -26.2% | +151.5% | -177.7% | -40.4% |
| 5Y | -9.8% | -28.8% | +19.0% | -21.4% |
| All | -11.7% | -31.6% | +19.9% | -26.0% |
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