+64.9%
LH vs ALC
-13.4%
+78.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -2.5% | -2.1% | -0.4% | -1.9% |
| 30D | +4.3% | -0.1% | +4.4% | +4.3% |
| 3M | +25.5% | +5.9% | +19.6% | +23.5% |
| 6M | +17.0% | -15.9% | +32.9% | +21.7% |
| YTD | +31.3% | -10.1% | +41.4% | +34.0% |
| 1Y | +20.0% | -10.2% | +30.2% | +22.3% |
| All | +64.9% | -13.4% | +78.3% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling