+80.5%
LH vs ALHC
-61.8%
+142.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +4.6% | +3.9% | +0.7% | +4.4% |
| 30D | +19.1% | -3.6% | +22.8% | +19.3% |
| 3M | +16.7% | -49.4% | +66.2% | +20.1% |
| 6M | +47.0% | -59.5% | +106.5% | +52.1% |
| YTD | +49.3% | -63.2% | +112.5% | +54.7% |
| 1Y | +48.6% | -55.5% | +104.1% | +52.5% |
| 3Y | +87.8% | +23.0% | +64.8% | +77.8% |
| 5Y | +65.0% | -65.7% | +130.8% | +56.0% |
| All | +80.5% | -61.8% | +142.4% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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