+150.0%
LH vs ALC
+20.4%
+129.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -3.2% | -5.3% | +2.1% | -1.1% |
| 30D | +0.1% | -7.1% | +7.2% | +3.1% |
| 3M | +18.6% | +0.8% | +17.9% | +17.9% |
| 6M | +17.9% | -16.0% | +33.9% | +25.5% |
| YTD | +28.9% | -12.7% | +41.7% | +34.8% |
| 1Y | +16.6% | -12.8% | +29.5% | +21.6% |
| 3Y | +63.6% | -15.8% | +79.4% | +68.3% |
| 5Y | +30.0% | -16.7% | +46.7% | +31.3% |
| All | +150.0% | +20.4% | +129.7% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling