+189.9%
LH vs ALC
+27.5%
+162.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.2% |
| 7D | +1.2% | -6.3% | +7.5% | +3.8% |
| 30D | +18.0% | +12.6% | +5.4% | +12.3% |
| 3M | +15.7% | -3.8% | +19.5% | +17.2% |
| 6M | +46.6% | +16.8% | +29.8% | +36.9% |
| YTD | +49.5% | -7.6% | +57.1% | +52.4% |
| 1Y | +40.2% | -5.9% | +46.1% | +41.6% |
| 3Y | +87.6% | +0.6% | +87.0% | +78.0% |
| 5Y | +59.3% | -9.5% | +68.7% | +55.3% |
| All | +189.9% | +27.5% | +162.4% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling