+60.4%
LH vs ALHC
-64.2%
+124.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.1% |
| 7D | +1.4% | +1.0% | +0.5% | +1.4% |
| 30D | +17.5% | -14.2% | +31.7% | +18.3% |
| 3M | +16.1% | -45.1% | +61.2% | +19.3% |
| 6M | +43.4% | -59.5% | +102.9% | +49.0% |
| YTD | +47.2% | -62.8% | +110.0% | +53.2% |
| 1Y | +50.1% | -55.5% | +105.6% | +54.5% |
| 3Y | +81.2% | +25.7% | +55.5% | +68.7% |
| All | +60.4% | -64.2% | +124.6% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling