-10.4%
LEN vs ALHC
-33.5%
+23.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -4.9% | -1.0% | -3.9% | -4.8% |
| 3M | -8.5% | -10.2% | +1.7% | -8.4% |
| 6M | -20.7% | -28.3% | +7.6% | -19.1% |
| YTD | -17.4% | -31.4% | +14.0% | -15.7% |
| 1Y | -38.2% | -16.9% | -21.3% | -38.5% |
| 3Y | -24.9% | +135.5% | -160.4% | -39.4% |
| All | -10.4% | -33.5% | +23.1% | -23.4% |
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 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