+28.6%
LH vs ALC
-20.7%
+49.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -4.7% | -6.3% | +1.6% | -2.6% |
| 30D | -3.5% | -10.3% | +6.8% | -0.1% |
| 3M | +17.7% | -0.7% | +18.4% | +17.7% |
| 6M | +15.8% | -17.8% | +33.6% | +22.6% |
| YTD | +25.1% | -15.8% | +40.9% | +31.2% |
| 1Y | +12.5% | -16.7% | +29.2% | +18.1% |
| 3Y | +59.8% | -19.7% | +79.5% | +66.9% |
| All | +28.6% | -20.7% | +49.2% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling