+188.5%
LH vs ALC
+30.4%
+158.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.8% |
| 7D | +1.1% | -1.1% | +2.2% | +1.5% |
| 30D | +16.7% | +16.0% | +0.7% | +9.8% |
| 3M | +15.1% | +0.8% | +14.3% | +14.4% |
| 6M | +46.3% | +16.8% | +29.5% | +36.6% |
| YTD | +48.8% | -5.5% | +54.3% | +50.2% |
| 1Y | +39.7% | -5.3% | +45.0% | +40.8% |
| 3Y | +87.0% | +4.1% | +83.0% | +74.9% |
| 5Y | +53.0% | -7.1% | +60.1% | +47.5% |
| All | +188.5% | +30.4% | +158.1% | +103.5% |
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 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