+275.0%
LH vs ALK
-37.5%
+312.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | 0.0% |
| 7D | +4.6% | +8.9% | -4.3% | +2.8% |
| 30D | +19.1% | +5.9% | +13.2% | +17.5% |
| 3M | +16.7% | -16.5% | +33.3% | +20.3% |
| 6M | +47.0% | +2.1% | +44.9% | +44.4% |
| YTD | +49.3% | -17.1% | +66.4% | +51.1% |
| 1Y | +48.6% | -2.9% | +51.5% | +45.1% |
| 3Y | +87.8% | +24.5% | +63.4% | +65.1% |
| 5Y | +65.0% | -29.1% | +94.2% | +61.3% |
| 10Y | +275.0% | -39.1% | +314.1% | +204.6% |
| All | +275.0% | -37.5% | +312.4% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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