+32.2%
LH vs ALHC
-33.5%
+65.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | +4.3% | -1.0% | +5.4% | +4.3% |
| 3M | +25.5% | -10.2% | +35.7% | +25.6% |
| 6M | +17.0% | -28.3% | +45.2% | +18.1% |
| YTD | +31.3% | -31.4% | +62.7% | +32.6% |
| 1Y | +20.0% | -16.9% | +36.9% | +19.8% |
| 3Y | +63.9% | +135.5% | -71.6% | +49.1% |
| All | +32.2% | -33.5% | +65.7% | +15.2% |
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