+186.6%
LH vs ALK
-38.6%
+225.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | 0.0% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +2.0% | -18.5% | +20.5% | +6.0% |
| 3M | +24.3% | -3.6% | +27.8% | +24.2% |
| 6M | +21.1% | -3.7% | +24.7% | +20.1% |
| YTD | +30.4% | -19.0% | +49.5% | +33.1% |
| 1Y | +18.4% | -36.0% | +54.4% | +26.4% |
| 3Y | +65.5% | +2.3% | +63.1% | +52.3% |
| 5Y | +29.9% | -27.8% | +57.6% | +26.0% |
| 10Y | +186.6% | -39.0% | +225.6% | +127.8% |
| All | +186.6% | -38.6% | +225.2% | +127.8% |
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