+153.0%
LH vs ALC
+21.6%
+131.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.2% |
| 7D | -0.8% | -3.7% | +2.8% | +0.7% |
| 30D | +2.0% | -3.7% | +5.7% | +3.5% |
| 3M | +24.3% | +4.6% | +19.7% | +21.7% |
| 6M | +21.1% | -14.6% | +35.7% | +27.9% |
| YTD | +30.4% | -11.9% | +42.3% | +35.8% |
| 1Y | +18.4% | -13.1% | +31.5% | +23.6% |
| 3Y | +65.5% | -15.0% | +80.5% | +69.6% |
| 5Y | +29.9% | -16.2% | +46.1% | +30.9% |
| All | +153.0% | +21.6% | +131.4% | +83.9% |
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