-25.6%
LEN vs ALHC
+22.7%
-48.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -5.8% | +0.3% | -6.1% | -5.8% |
| 30D | +13.7% | -10.6% | +24.3% | +14.1% |
| 3M | -3.9% | -45.3% | +41.5% | -1.6% |
| 6M | -0.4% | -59.7% | +59.3% | +3.0% |
| YTD | -16.8% | -62.7% | +45.9% | -14.0% |
| 1Y | -29.5% | -56.1% | +26.6% | -27.7% |
| 3Y | -25.6% | +21.3% | -46.8% | -33.7% |
| All | -25.6% | +22.7% | -48.3% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling