+79.9%
LH vs ALHC
-61.4%
+141.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +16.7% | -10.6% | +27.3% | +17.3% |
| 3M | +15.1% | -45.3% | +60.4% | +17.9% |
| 6M | +46.3% | -59.7% | +106.0% | +51.4% |
| YTD | +48.8% | -62.7% | +111.5% | +54.0% |
| 1Y | +39.7% | -56.1% | +95.8% | +43.4% |
| 3Y | +87.0% | +21.3% | +65.8% | +77.2% |
| 5Y | +53.0% | -66.0% | +119.0% | +44.4% |
| All | +79.9% | -61.4% | +141.2% | +69.4% |
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